- On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize M.L.N. Goncalves(maxlngoncalvesgmail.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: Download: [PDF]Entry Submitted: 05/08/2017Entry Accepted: 05/08/2017Entry Last Modified: 05/08/2017Modify/Update this entry Visitors Authors More about us Links Subscribe, Unsubscribe Digest Archive Search, Browse the Repository Submit Update Policies Coordinator's Board Classification Scheme Credits Give us feedback Optimization Journals, Sites, Societies Optimization Online is supported by the Mathematical Optmization Society.