On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
Optimization and Control
2017-05-10 v1
Abstract
In this paper, we extend the improved pointwise iteration-complexity result of a dynamic regularized alternating direction method of multipliers (ADMM) for a new stepsize domain. In this complexity analysis, the stepsize parameter can even be chosen in the interval instead of interval . As usual, our analysis is established by interpreting this ADMM variant as an instance of a hybrid proximal extragradient framework applied to a specific monotone inclusion problem.
Keywords
Cite
@article{arxiv.1705.03097,
title = {On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize},
author = {M. L. N. Goncalves},
journal= {arXiv preprint arXiv:1705.03097},
year = {2017}
}