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

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Abstract

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.

Original languageEnglish
JournalJournal of the Operations Research Society of China
Volume10
Issue number1
DOIs
StatePublished - Mar 2022

Keywords

  • Alternating direction method of multipliers
  • Global convergence
  • Nonconvex optimization
  • Rate of convergence

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