A Unified Alternating Direction Method of Multipliers by Majorization Minimization.

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we observe that many existing ADMMs update the primal variable by minimizing different majorant functions with their convergence proofs given case by case. Inspir...