Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
Recently, several convergence rate results for Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) have been presented in the literature. In this paper, we show global linear convergence rate bounds for Douglas-Rachford splitting and ADMM under strong convexity and smoothness assumptions. We further show that the rate bounds …