Paper Info
Title
On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize.
Abstract
In this paper, we extend the improved pointwise iteration-complexity estimation of a dynamic regularized alternating direction method of multipliers (ADMM) for a new stepsize domain. In this complexity analysis, the stepsize parameter can be chosen in the interval (0,2) instead of interval (0,(1+5)/2). We illustrate, by means of a numerical experiment, that the enlargement of this stepsize domain can lead to better performance of the method in some applications. Our complexity study is established by interpreting this ADMM variant as an instance of a hybrid proximal extragradient framework applied to a specific monotone inclusion problem.
Year
DOI
Venue
2018
10.1016/j.amc.2018.04.066
Applied Mathematics and Computation
Keywords
Field
DocType
Alternating direction method of multipliers,Hybrid proximal extragradient framework,Pointwise iteration-complexity,Convex programming
Mathematical optimization,Convex optimization,Mathematics,Monotone polygon,Pointwise
Journal
Volume
ISSN
Citations 
336
0096-3003
0
PageRank 
References 
Authors
0.34
14
1
Name
Order
Citations
PageRank
M. L. N. Gonçalves1455.93