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[Paper] Learning Over-Relaxation Policies for ADMM with Convergence Guarantees

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Summary

This paper proposes learning online updates for the relaxation parameter within the Alternating Direction Method of Multipliers (ADMM), a widely used convex optimization technique. This approach aims to enhance ADMM's practical performance, especially in repetitive problem-solving contexts like Model Predictive Control, by dynamically adjusting parameters. Crucially, these learned over-relaxation policies are accompanied by strong convergence guarantees.

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