Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convergence on a symmetric accelerated stochastic ADMM with larger
  stepsizes   In this paper, we develop a symmetric accelerated stochastic Alternating
Direction Method of Multipliers (SAS-ADMM) for solving separable convex
optimization problems with linear constraints. The objective function is the
sum of a possibly nonsmooth convex function and an average function of many
smooth convex functions. Our proposed algorithm combines both ideas of ADMM and
the techniques of accelerated stochastic gradient methods possibly with
variance reduction to solve the smooth subproblem. One main feature of SAS-ADMM
is that its dual variable is symmetrically updated after each update of the
separated primal variable, which would allow a more flexible and larger
convergence region of the dual variable compared with that of standard
deter-ministic or stochastic ADMM. This new stochastic optimization algorithm
is shown to have ergodic converge in expectation with O(1/T) convergence rate,
where T is the number of outer iterations. Our preliminary experiments indicate
the proposed algorithm is very effective for solving separable optimization
problems from big-data applications. Finally, 3-block extensions of the
algorithm and its variant of an accelerated stochastic augmented Lagrangian
method are discussed in the appendix.

24
The categories of this paper are: dg-ga
3
The categories of this paper are: physics
15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn
21
The categories of this paper are: adap-org
0
The categories of this paper are: hep-ph
20
The categories of this paper are: acc-phys
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
5
The categories of this paper are: gr-qc
29
The categories of this paper are: funct-an
17
The categories of this paper are: q-fin
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
13
The categories of this paper are: quant-ph