On the \(O(1/t)\) convergence rate of Ye-Yuan's modified alternating direction method of multipliers
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Publication:505760
DOI10.1016/J.AMC.2013.10.045zbMath1354.90096OpenAlexW2048107120MaRDI QIDQ505760
Publication date: 26 January 2017
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.10.045
variational inequalitiesconvex programmingconvergence ratealternating direction method of multipliers
Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (4)
Approximation Schemes for Materials with Discontinuities ⋮ Efficient iterative solution of finite element discretized nonsmooth minimization problems ⋮ An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression ⋮ On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
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