Parallel Multi-Block ADMM with o(1 / k) Convergence
نویسندگان
چکیده
منابع مشابه
Parallel Multi-Block ADMM with o(1 / k) Convergence
This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize f1(x1) + ∙ ∙ ∙ + fN (xN ) subject to A1x1 + ∙ ∙ ∙ + ANxN = c, x1 ∈ X1, . . . , xN ∈ XN . The algorithm decomposes the original problem into N smaller subproblems and solves them in parallel at each iteration. This Jacobian-type algorithm is we...
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ژورنال
عنوان ژورنال: Journal of Scientific Computing
سال: 2016
ISSN: 0885-7474,1573-7691
DOI: 10.1007/s10915-016-0318-2