ADMM without a Fixed Penalty Parameter: Faster Convergence with New Adaptive Penalization

Yi Xu, Mingrui Liu, Qihang Lin, Tianbao Yang. ADMM without a Fixed Penalty Parameter: Faster Convergence with New Adaptive Penalization. In Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, Roman Garnett, editors, Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 4-9 December 2017, Long Beach, CA, USA. pages 1267-1277, 2017. [doi]

Abstract

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