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On the Efficiency of Random Permutation for ADMM and Coordinate Descent

Sun, RY; Luo, ZQ; Ye, YY

Sun, RY (corresponding author), Univ Illinois, Dept Ind & Enterprise Syst Engn, Champaign, IL 61801 USA.; Sun, RY (corresponding author), Univ Illinois, Coordinated Sci Lab, Champaign, IL 61801 USA.

MATHEMATICS OF OPERATIONS RESEARCH, 2020; 45 (1): 233

Abstract

Random permutation is observed to be powerful for optimization algorithms: for multiblock ADMM (alternating direction method of multipliers), whereas ......

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