A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency.However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale of the optimization problems to solve becomes large.In this paper, we consider combining ADMM with a class of …