Title	Pointwise and ergodic convergence rates of a variable metric proximal ADMM
Creator	Gonçalves, Max L.N.
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2017-09-22T09:01
Description	Authors: Max L.N. Gonçalves, M. Marques Alves and Jefferson G. Melo In this talk, we discuss pointwise and ergodic convergence rates for a variable metric proximal alternating direction method of multiplicas (VM-PADMM) for solving linearly constrained convex optimization problems. The VM-PADMM can be seen as a class of ADMM variants, allowing the use of degenerate metrics (defined by noninvertible linear operators). We first propose and study nonasymptotic convergence rates of a variable metric hybrid proximal extragradient (VM-HPE) framework for solving monotone inclusions. Then, the convergence rates for the VM-PADMM are obtained essentially by showing that it falls within the latter framework.
Extent	38 minutes
Subject	Mathematics; Operations research, mathematical programming; Operator theory; Control/optimization/operation research
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Federal University of Goias
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2018-03-27
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0364489
URI	http://hdl.handle.net/2429/64947
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Researcher
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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Pointwise and ergodic convergence rates of a variable metric proximal ADMM Gonçalves, Max L.N.

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