A Survey on Some Recent Developments of Alternating Direction Method of Multipliers

被引:0
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作者
De-Ren Han
机构
[1] Beihang University,LMIB of the Ministry of Education, School of Mathematical Sciences
关键词
Alternating direction method of multipliers; Global convergence; Rate of convergence; Nonconvex optimization; 90C30; 90C33; 65K05;
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摘要
Recently, alternating direction method of multipliers (ADMM) attracts much attentions from various fields and there are many variant versions tailored for different models. Moreover, its theoretical studies such as rate of convergence and extensions to nonconvex problems also achieve much progress. In this paper, we give a survey on some recent developments of ADMM and its variants.
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页码:1 / 52
页数:51
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