@article{e9243438137740bc85141829bc115c20,
title = "Local Linear Convergence of the Alternating Direction Method of Multipliers for Quadratic Programs",
abstract = "The Douglas-Rachford alternating direction method of multipliers (ADMM) has been widely used in various areas. The global convergence of ADMM is well known, while research on its convergence rate is still in its infancy. In this paper, we show the local linear convergence rate of ADMM for a quadratic program which includes some important applications of ADMM as special cases.",
keywords = "Alternating direction method of multipliers, Error bound, Linear convergence rate, Quadratic program",
author = "Deren Han and Xiaoming Yuan",
note = "Funding information: School of Mathematical Sciences, Key Laboratory for NSLSCS of Jiangsu Province, Nanjing Normal University, Nanjing 210046, People{\textquoteright}s Republic of China (
[email protected]). This author was supported by NSFC grants 11071122 and 11171159. $ Department of Mathematics, Institute of Computational and Theoretical Studies, Hong Kong Baptist University, Hong Kong, People{\textquoteright}s Republic of China (
[email protected]). This author was supported by the General Research Fund from Hong Kong Research Grants Council: 203613. Publisher copyright: {\textcopyright} 2013, Society for Industrial and Applied Mathematics",
year = "2013",
month = dec,
day = "17",
doi = "10.1137/120886753",
language = "English",
volume = "51",
pages = "3446--3457",
journal = "SIAM Journal on Numerical Analysis",
issn = "0036-1429",
publisher = "Society for Industrial and Applied Mathematics (SIAM)",
number = "6",
}