Title	Improved pointwise iteration-complexity of a regularized ADMM
Creator	Melo, Jefferson
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2017-09-22T11:14
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
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	2019-03-08
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0376692
URI	http://hdl.handle.net/2429/68545
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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Improved pointwise iteration-complexity of a regularized ADMM Melo, Jefferson

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