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

DOI10.1016/j.amc.2018.04.066zbMath1427.90216arXiv1705.03097OpenAlexW2613451020WikidataQ129753177 ScholiaQ129753177MaRDI QIDQ2335613

Max L. N. Gonçalves

Publication date: 14 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03097

zbMATH Keywords

convex programmingalternating direction method of multiplierspointwise iteration-complexityhybrid proximal extragradient framework

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Monotone operators and generalizations (47H05) Decomposition methods (49M27)

Related Items (3)

Convergence study on the proximal alternating direction method with larger step size ⋮ Low-rank tensor train for tensor robust principal component analysis ⋮ A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis

Uses Software

• GADMM

Cites Work

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