\(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers

DOI10.1007/s11425-016-9184-4zbMath1431.65083MaRDI QIDQ2423860

Deren Han, Xing-Ju Cai

Publication date: 20 June 2019

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9184-4

zbMATH Keywords

iteration complexity; separable convex optimization; sublinear convergence rate; generalized alternating direction method of multipliers

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)