# Optimal parameter selection for the alternating direction method of multipliers (ADMM): quadratic problems

arXiv: https://arxiv.org/abs/1306.2454 · HTML: https://mlsanity.com/paper/1306.2454/

## Key facts

- Cited by 19 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 11 Jun 2013.

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## Abstract (arXiv)

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.
