Institution: Sungkyunkwan University
Advisor: Prof. Woocheol Choi
Period: Dec. 2023 – May 2025

Overview

This work analyzes the convergence of the Jacobi–Proximal ADMM, a parallelizable algorithm for large-scale multi-block optimization problems. We proved linear convergence under strongly convex and smooth objectives, and validated the results through numerical experiments.

Contributions

  • Developed theoretical proofs establishing linear convergence of the Jacobi–Proximal ADMM
  • Implemented numerical experiments to validate convergence results

Preprint

Preprint (arXiv:2503.18601), under revision at Computational Optimization and Applications

Github Repository

Talks