Authors: Fangda Gu*, Jingqi Li*, Ziye Ma*

This is the code repo for EE227C final project.

In the project we introduced two robust methods on the dual:

• [RA-ALM] Robust Accelerated Augmented Laguangian Method
• [RA-ADMM] Robust Accelerated Alternating Direction Method of Multipliers

These methods are runnable using the following scripts:

• [RA-ALM] : alms/raalm.py One can find the plot.py under the same folder which generates the plots.
• [RA-ADMM] : RA_ADMM.m In addition, the Lyapunov candidate function plot can be generated from RA_ADMM_Lyapunov.m.

There are several paper for reference: A Robust Accelerated Optimization Algorithm for Strongly Convex Functions

https://arxiv.org/pdf/1710.04753.pdf

Fast Alternating Direction Optimization Methods

ftp:https://ftp.math.ucla.edu/pub/camreport/cam12-35.pdf

ADMM and Accelerated ADMM as Continuous Dynamical Systems

https://proceedings.mlr.press/v80/franca18a/franca18a.pdf

Accelerated Alternating Direction Method of Multipliers

https://dl.acm.org/doi/pdf/10.1145/2783258.2783400