Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework

DOI10.1137/16M1055530MaRDI QIDQ2968178

Renato D. C. Monteiro, Jefferson G. Melo, Max L. N. Gonçalves

Publication date: 10 March 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01140

zbMATH Keywords

regularization; convex program; alternating direction method of multipliers; hybrid proximal extragradient method; first-order methods; inexact proximal point method; pointwise iteration-complexity; non-Euclidean Bregman distances

Mathematics Subject Classification ID

90C25: Convex programming

90C60: Abstract computational complexity for mathematical programming problems

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

47H05: Monotone operators and generalizations

49M27: Decomposition methods

47J22: Variational and other types of inclusions

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Uses Software

• GADMM

Cites Work

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