A General Analysis of the Convergence of ADMM
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Abstract (arXiv)
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms introduced in Lessard et al. (2014), reducing algorithm convergence to verifying the stability of a dynamical system. This approach generalizes a number of existing results and obviates any assumptions about specific choices of algorithm parameters. On a numerical example, we demonstrate that minimizing the derived bound on the convergence rate provides a practical approach to selecting algorithm parameters for particular ADMM instances. We complement our upper bound by constructing a nearly-matching lower bound on the worst-case rate of convergence.
Key facts. Cited by 22 papers in the map (data through 7 Oct 2026). First posted on arXiv 6 Feb 2015.
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Citing papers per year: 2021: 2; 2022: 6; 2023: 1; 2024: 6; 2025: 4; 2026: 3.
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- 2022Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection---Extended Versioncited by 19
- 2022A Reduction to Binary Approach for Debiasing Multiclass Datasetscited by 9
- 2022Convex Programs and Lyapunov Functions for Reinforcement Learning: A Unified Perspective on the Analysis of Value-Based Methodscited by 3
- 2022Solving Constrained Variational Inequalities via a First-order Interior Point-based Methodcited by 3
- 2024Primal Methods for Variational Inequality Problems with Functional Constraintscited by 3
- 2024Distributed Event-Based Learning via ADMMcited by 3
- 2021Distributed Sparse Feature Selection in Communication-Restricted Networkscited by 2
- 2024Semi-supervised Symmetric Non-negative Matrix Factorization with Low-Rank Tensor Representationcited by 2
- 2022SADAM: Stochastic Adam, A Stochastic Operator for First-Order Gradient-based Optimizercited by 1
- 2022DELMAR: Deep Linear Matrix Approximately Reconstruction to Extract Hierarchical Functional Connectivity in the Human Braincited by 1
- 2024Controlling Participation in Federated Learning with Feedbackcited by 1
- 2026LEAF: A Learning-Enabled ADMM Framework for Accelerated Convex Optimizationcited by 1
10 more
- 2021Generalized ADMM in Distributed Learning via Variational Inequalitycited by 0
- 2023Deep State-Space Model for Predicting Cryptocurrency Pricecited by 0
- 2024A General Continuous-Time Formulation of Stochastic ADMM and Its Variantscited by 0
- 2024Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex Optimization Problemscited by 0
- 2025Differentiable Projection-based Learn to Optimize in Wireless Network-Part I: Convex Constrained (Non-)Convex Programmingcited by 0
- 2025HOME-3: High-Order Momentum Estimator with Third-Power Gradient for Convex and Smooth Nonconvex Optimizationcited by 0
- 2025Permutation Randomization on Nonsmooth Nonconvex Optimization: A Theoretical and Experimental Studycited by 0
- 2025A Systems-Theoretic View on the Convergence of Algorithms under Disturbancescited by 0
- 2026Learning Over-Relaxation Policies for ADMM with Convergence Guaranteescited by 0
- 2026Co-VLA: Consensus-based Federated Training for Vision-Language-Action Modelscited by 0
- 2026Co-VLA: Consensus-based Federated Training for Vision-Language-Action Models17 Sep 2026
- 2026LEAF: A Learning-Enabled ADMM Framework for Accelerated Convex Optimization8 Jun 2026
- 2026Learning Over-Relaxation Policies for ADMM with Convergence Guarantees29 Apr 2026
- 2025A Systems-Theoretic View on the Convergence of Algorithms under Disturbances19 Dec 2025
- 2025Permutation Randomization on Nonsmooth Nonconvex Optimization: A Theoretical and Experimental Study16 May 2025
- 2025HOME-3: High-Order Momentum Estimator with Third-Power Gradient for Convex and Smooth Nonconvex Optimization16 May 2025
- 2025Differentiable Projection-based Learn to Optimize in Wireless Network-Part I: Convex Constrained (Non-)Convex Programming29 Jan 2025
- 2024Controlling Participation in Federated Learning with Feedback28 Nov 2024
- 2024Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex Optimization Problems28 Aug 2024
- 2024Distributed Event-Based Learning via ADMM17 May 2024
- 2024Semi-supervised Symmetric Non-negative Matrix Factorization with Low-Rank Tensor Representation4 May 2024
- 2024A General Continuous-Time Formulation of Stochastic ADMM and Its Variants22 Apr 2024
10 more
- 2024Primal Methods for Variational Inequality Problems with Functional Constraints19 Mar 2024
- 2023Deep State-Space Model for Predicting Cryptocurrency Price21 Nov 2023
- 2022Solving Constrained Variational Inequalities via a First-order Interior Point-based Method21 Jun 2022
- 2022A Reduction to Binary Approach for Debiasing Multiclass Datasets31 May 2022
- 2022DELMAR: Deep Linear Matrix Approximately Reconstruction to Extract Hierarchical Functional Connectivity in the Human Brain20 May 2022
- 2022SADAM: Stochastic Adam, A Stochastic Operator for First-Order Gradient-based Optimizer20 May 2022
- 2022Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection---Extended Version7 Apr 2022
- 2022Convex Programs and Lyapunov Functions for Reinforcement Learning: A Unified Perspective on the Analysis of Value-Based Methods14 Feb 2022
- 2021Distributed Sparse Feature Selection in Communication-Restricted Networks2 Nov 2021
- 2021Generalized ADMM in Distributed Learning via Variational Inequality26 Apr 2021
- 2022Robust and Explainable Autoencoders for Unsupervised Time Series Outlier Detection---Extended Versioncited by 19
- 2022A Reduction to Binary Approach for Debiasing Multiclass Datasetscited by 9
- 2022Convex Programs and Lyapunov Functions for Reinforcement Learning: A Unified Perspective on the Analysis of Value-Based Methodscited by 3
- 2022Solving Constrained Variational Inequalities via a First-order Interior Point-based Methodcited by 3
- 2024Primal Methods for Variational Inequality Problems with Functional Constraintscited by 3
- 2024Distributed Event-Based Learning via ADMMcited by 3
- 2021Distributed Sparse Feature Selection in Communication-Restricted Networkscited by 2
- 2024Semi-supervised Symmetric Non-negative Matrix Factorization with Low-Rank Tensor Representationcited by 2
- 2022SADAM: Stochastic Adam, A Stochastic Operator for First-Order Gradient-based Optimizercited by 1
- 2022DELMAR: Deep Linear Matrix Approximately Reconstruction to Extract Hierarchical Functional Connectivity in the Human Braincited by 1
- 2024Controlling Participation in Federated Learning with Feedbackcited by 1
- 2026LEAF: A Learning-Enabled ADMM Framework for Accelerated Convex Optimizationcited by 1
12 most cited of 21 All 21 (JSON)
- 2026LEAF: A Learning-Enabled ADMM Framework for Accelerated Convex Optimization8 Jun 2026
- 2026Learning Over-Relaxation Policies for ADMM with Convergence Guarantees29 Apr 2026
- 2025A Systems-Theoretic View on the Convergence of Algorithms under Disturbances19 Dec 2025
- 2025Permutation Randomization on Nonsmooth Nonconvex Optimization: A Theoretical and Experimental Study16 May 2025
- 2025HOME-3: High-Order Momentum Estimator with Third-Power Gradient for Convex and Smooth Nonconvex Optimization16 May 2025
- 2025Differentiable Projection-based Learn to Optimize in Wireless Network-Part I: Convex Constrained (Non-)Convex Programming29 Jan 2025
- 2024Controlling Participation in Federated Learning with Feedback28 Nov 2024
- 2024Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex Optimization Problems28 Aug 2024
- 2024Distributed Event-Based Learning via ADMM17 May 2024
- 2024Semi-supervised Symmetric Non-negative Matrix Factorization with Low-Rank Tensor Representation4 May 2024
- 2024A General Continuous-Time Formulation of Stochastic ADMM and Its Variants22 Apr 2024
- 2024Primal Methods for Variational Inequality Problems with Functional Constraints19 Mar 2024
12 newest of 21 All 21 (JSON)