A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization

Bian, FM; Liang, JW; Zhang, XQ

Zhang, XQ (corresponding author), Shanghai Jiao Tong Univ, Sch Math Sci, Shanghai, Peoples R China.; Zhang, XQ (corresponding author), Shanghai Jiao Tong Univ, Inst Nat Sci, Shanghai, Peoples R China.

INVERSE PROBLEMS, 2021; 37 (7):

Abstract

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other p......

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