Accelerated Symmetric ADMM and Its Applications in Large-Scale Signal Processing
Jianchao Bai,
Ke Guo,
Junli Liang
et al.
Abstract:The alternating direction method of multipliers (ADMM) has been extensively investigated in the past decades for solving separable convex optimization problems, and surprisingly, it also performs efficiently for nonconvex programs. In this paper, we propose a symmetric ADMM based on acceleration techniques for a family of potentially nonsmooth and nonconvex programming problems with equality constraints, where the dual variables are updated twice with different stepsizes. Under proper assumptions instead of th… Show more
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