{
  "id": "1306.2454",
  "version": "v2",
  "published": "2013-06-11T08:49:09.000Z",
  "updated": "2014-04-12T11:40:26.000Z",
  "title": "Optimal parameter selection for the alternating direction method of multipliers (ADMM): quadratic problems",
  "authors": [
    "Euhanna Ghadimi",
    "André Teixeira",
    "Iman Shames",
    "Mikael Johansson"
  ],
  "comment": "Submitted to IEEE Transactions on Automatic Control",
  "categories": [
    "math.OC",
    "math.DS"
  ],
  "abstract": "The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the impact of the algorithm parameters on the convergence times of the method is still lacking. In this paper we find the optimal algorithm parameters that minimize the convergence factor of the ADMM iterates in the context of l2-regularized minimization and constrained quadratic programming. Numerical examples show that our parameter selection rules significantly outperform existing alternatives in the literature.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2014-04-12T11:40:26.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "alternating direction method",
      "optimal parameter selection",
      "quadratic problems",
      "selection rules significantly outperform",
      "significantly outperform existing alternatives"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1306.2454G"
    }
  }
}