A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects
Optimization and Control
2024-09-17 v1
Abstract
We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic iteration-complexities for residuals. We also justify the effectiveness of the proposed algorithm through some preliminary numerical experiments on regression problems.
Keywords
Cite
@article{arxiv.2409.10311,
title = {A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects},
author = {M. Marques Alves and M. Geremia},
journal= {arXiv preprint arXiv:2409.10311},
year = {2024}
}
Comments
To appear in Communications in Optimization Theory; 28 pages