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On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize

M.L.N. Goncalves(maxlngoncalves***at***gmail.com)

Abstract: In this paper, we extend the improved pointwise iteration-complexity result of a dynamic regularized alternating direction method of multipliers (ADMM) for a new stepsize domain. In this complexity analysis, the stepsize parameter can even be chosen in the interval $(0,2)$ instead of interval $(0,(1+\sqrt{5})/2)$. As usual, our analysis is established by interpreting this ADMM variant as an instance of a hybrid proximal extragradient framework applied to a specific monotone inclusion problem.

Keywords: alternating direction method of multipliers, hybrid proximal extragradient framework, pointwise iteration-complexity, convex programming

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation:

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Entry Submitted: 05/08/2017
Entry Accepted: 05/08/2017
Entry Last Modified: 05/08/2017

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