Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
نویسندگان
چکیده
منابع مشابه
Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the corresponding one for the standard ADMM method and that, up to a logarithmic term, is identical to the ergodic iteration-complexity of the latter method. Our...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2017
ISSN: 1052-6234,1095-7189
DOI: 10.1137/16m1055530