On the information-adaptive variants of the ADMM: an iteration complexity perspective

DOI10.1007/S10915-017-0621-6zbMath1394.90447OpenAlexW2772692493MaRDI QIDQ1668725

Bo Jiang, Xiang Gao, Shu-Zhong Zhang

Publication date: 29 August 2018

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-017-0621-6

zbMATH Keywords

stochastic approximationdirect methodfirst-order methoditeration complexityalternating direction method of multipliers (ADMM)

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Stochastic programming (90C15) Stochastic approximation (62L20)

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