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Remarks on Divergence of Cyclic ADMM
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Classroom Contents
Dealing with Linear Constraints via Random Permutation
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- 1 Intro
- 2 Optimization for Large-scale Problems
- 3 Go Beyond Unconstrained Optimization
- 4 Random Permutation Helps
- 5 Outline
- 6 Variants of multi-block ADMM
- 7 Apply Randomization Trick to ADMM
- 8 Summarize ADMM Variants
- 9 Numerical Experiments: Cyc-ADMM Often Diverges
- 10 Remarks on Divergence of Cyclic ADMM
- 11 Solve Linear System
- 12 Why Spectral Analysis?
- 13 Switched Linear System
- 14 Theorem 2: a Pure Linear Algebra Problem
- 15 Proof Sketch of Lemma 2
- 16 Interesting Byproduct: New Randomization Rule
- 17 Another Way to Apply Decomposition to Constraints
- 18 Comparison of Algorithms (cont'd)
- 19 Convergence Rate of Cyclic CD
- 20 Relation to Other Methods
- 21 Another variant of matrix AM-GM inequality
