Iteration-complexity analysis of a generalized alternating direction method of multipliers

DOI10.1007/s10898-018-0697-zzbMath1482.90143arXiv1705.06191OpenAlexW2616228171MaRDI QIDQ2633539

V. A. Adona, Jefferson G. Melo, Max L. N. Gonçalves

Publication date: 9 May 2019

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.06191

zbMATH Keywords

convex programhybrid extragradient methodgeneralized alternating direction method of multipliersergodic iteration-complexitypointwise iteration-complexity

Mathematics Subject Classification ID

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

Related Items (6)

An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization ⋮ An inexact proximal generalized alternating direction method of multipliers ⋮ Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications ⋮ A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis ⋮ A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance ⋮ An inexact ADMM with proximal-indefinite term and larger stepsize

Uses Software

• GADMM

Cites Work

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