GMRES-Accelerated ADMM for Quadratic Objectives

GMRES-Accelerated ADMM for Quadratic Objectives

© 2018 Society for Industrial and Applied Mathematics. We consider the sequence acceleration problem for the alternating direction method of multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subprob...

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Bibliographic Details
Main Authors: Zhang, Richard Y, White, Jacob K
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: Society for Industrial & Applied Mathematics (SIAM) 2021
Online Access:https://hdl.handle.net/1721.1/135162

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