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Pointwise and ergodic convergence rates of a variable metric proximal ADMM Gonçalves, Max L.N.
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.
Item Metadata
| Title |
Pointwise and ergodic convergence rates of a variable metric proximal ADMM
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| Creator | |
| Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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| Date Issued |
2017-09-22T09:01
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| 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
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| Subject | |
| Type | |
| File Format |
video/mp4
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| Language |
eng
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| Notes |
Author affiliation: Federal University of Goias
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| Series | |
| Date Available |
2018-03-26
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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| DOI |
10.14288/1.0364489
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| URI | |
| Affiliation | |
| Peer Review Status |
Unreviewed
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| Scholarly Level |
Researcher
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| Rights URI | |
| Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International