Optimization Online


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 )


Download: [PDF]

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

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society