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## ADMM | ||
This repository contains code that implements ADMM in Python 3 (alternating direction method of multipliers), AMA (alternating minimization algorithm), and their faster variants as outlined in the paper "Fast Alternating Direction Optimization Methods" (Goldstein et. al, 2014) | ||
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There is a report attached that contains several theoretical proofs, simulation results, and analysis of the algorithm by taking inspiration from the paper above. It also discusses other related ideas. | ||
This work was done as part of the course "Convex Optimization" at IIT Kanpur. | ||
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Goldstein, Tom, Brendan O'Donoghue, Simon Setzer, and Richard Baraniuk. | ||
"Fast alternating direction optimization methods." | ||
SIAM Journal on Imaging Sciences 7, no. 3 (2014): 1588-1623. | ||
``` |