Questions tagged [admm]

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On Boyd et al.'s convergence analysis of ADMM: Why do we need the convexity assumption?

Please refer to Boyd et al.'s convergence analysis of ADMM (Chapter 3 and Appendix A). My question is: Why do we need $f$ and $g$ to be convex? I don't see the need of this assumption. If the ...
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1answer
201 views

Understanding the conditions for which ADMM can be applied

While reading Boyd's paper on ADMM I encountered an issue. Consider the following problem: Problem. Minimize $f(u) + g(v)$ subject to $Au + Bv = c$, where $f$ and $g$ are closed, proper, convex and ...
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ADMM for Linear Program over graph

I want to use ADMM to solve a LP defined over a graph. According to Distributed optimization and statistical learning via the alternating direction method of multipliers S. Boyd, N. Parikh, E. ...
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1answer
558 views

Is there a convergence proof for ADMM applied to biconvex/bilinear problems?

Ok, I've already asked this question in math.stackexchange, but I feel it is more appropriate to ask here (hopefully I am not violating any rules by repeating!). So here it is: I wonder if there is ...
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1answer
1k views

Intuition behind Alternating Direction Method of Multipliers

I've been reading a lot of papers on ADMM lately, and also tried to solve several problems using it, in all of which it was very effective. In contrast to other optimization methods, I can't get a ...