Faster accelerated alternating direction method of multipliers

Shi-Liang Wu, Sha-Sha Fan, Cui-Xia Li

Abstract


In this paper, by implanting the classical Gauss-Seidel method into the Fast ADMM
method, we propose the faster accelerated alternating direction method of multipliers (F-AADMM) to solve the convex optimization problem, and discuss the convergence
property and convergence rate of the F-AADMM method. Numerical experiments are
provided to show the performance of the F-AADMM method.


Refbacks

  • There are currently no refbacks.