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For multi-block alternating direction method of multipliers(ADMM), where theobjective function can be decomposed into multiple block components, we showthat with block symmetric Gauss-Seidel iteration, the algorithm will convergequickly. The method will apply a block symmetric Gauss-Seidel iteration in theprimal update and a linear correction that can be derived in view of Richarditeration. We also establish the linear convergence rate for linear systems.

A Derandomized Algorithm for RP-ADMM with Symmetric Gauss-Seidel Method