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Improved pointwise iteration-complexity of a regularized ADMM Melo, Jefferson
Description
Co-authored by Max L.N. Goncalves and Renato D.C. Monteiro
In this talk, we present a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. The pointwise iteration-complexity of the new variant is better than the corresponding one for the standard ADMM method and, up to a logarithmic term, is identical to the ergodic iteration-complexity of the latter method. We discuss how this regularized ADMM can be seen as an instance of a regularized hybrid proximal extragradient framework whose error condition at each iteration includes both a relative error and a summable error.
Item Metadata
| Title |
Improved pointwise iteration-complexity of a regularized ADMM
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| Creator | |
| Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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| Date Issued |
2017-09-22T11:14
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| Description |
Co-authored by Max L.N. Goncalves and Renato D.C. Monteiro
In this talk, we present a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. The pointwise iteration-complexity of the new variant is better than the corresponding one for the standard ADMM method and, up to a logarithmic term, is identical to the ergodic iteration-complexity of the latter method. We discuss how this regularized ADMM can be seen as an instance of a regularized hybrid proximal extragradient framework whose error condition at each iteration includes both a relative error and a summable error. |
| Extent |
33.0
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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 |
2019-03-07
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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 |
10.14288/1.0376692
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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