Abstract:This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization, that facilitates theoretical analysis of both existing and new approximate ADMM schemes. GeNI-ADMM encompasses any ADMM algorithm that solves a first-or second-order approximation to the ADMM subproblem inexactly. GeNI-ADMM exhibits the usual O(1/t)-convergence rate under standard hypotheses and converges linearly under additional hypotheses such as strong convexity. Further, the GeNI-ADMM framework provides explicit conv… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.