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BIRS Workshop Lecture Videos

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


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.

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