Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
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Publication:2968178
DOI10.1137/16M1055530MaRDI QIDQ2968178FDOQ2968178
M. L. N. Gonçalves, Renato D. C. Monteiro, J. G. Melo
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
first-order methodsregularizationalternating direction method of multipliershybrid proximal extragradient methodinexact proximal point methodconvex programpointwise iteration-complexitynon-Euclidean Bregman distances
Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonlinear programming (90C30) Abstract computational complexity for mathematical programming problems (90C60) Monotone operators and generalizations (47H05) Variational and other types of inclusions (47J22) Decomposition methods (49M27)
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Cited In (15)
- Iteration-complexity analysis of a generalized alternating direction method of multipliers
- A partially inexact ADMM with o(1/n) asymptotic convergence rate, 𝒪(1/n) complexity, and immediate relative error tolerance
- Cauchy noise removal by nonconvex ADMM with convergence guarantees
- Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds
- Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
- Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
- An inexact Spingarn's partial inverse method with applications to operator splitting and composite optimization
- A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
- Iteration complexity of an inexact Douglas-Rachford method and of a Douglas-Rachford-Tseng's F-B four-operator splitting method for solving monotone inclusions
- Tikhonov-like methods with inexact minimization for solving linear ill-posed problems
- Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework
- A survey on some recent developments of alternating direction method of multipliers
- On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
- A simple alternating direction method for the conic trust region subproblem
- On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM
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