Iteration-complexity analysis of a generalized alternating direction method of multipliers

This paper analyzes the iteration-complexity of a generalized alternating direction method of multipliers (G-ADMM) for solving separable linearly constrained convex optimization problems. This ADMM variant, first proposed by Bertsekas and Eckstein, introduces a relaxation parameter α into the second...

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Veröffentlicht in:	Journal of global optimization 2019-02, Vol.73 (2), p.331-348
Hauptverfasser:	Adona, V. A., Gonçalves, M. L. N., Melo, J. G.
Format:	Artikel
Sprache:	eng
Schlagworte:	Complexity Computational geometry Computer Science Convexity Iterative methods Mathematics Mathematics and Statistics Multipliers Operations Research/Decision Theory Optimization Real Functions
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