Abstract
In the literature, the combination of the alternating direction method of multipliers with the logarithmic-quadratic proximal regularization has been proved to be convergent, and its worst-case convergence rate in the ergodic sense has been established. In this paper, we focus on a convex minimization model and consider an inexact version of the combination of the alternating direction method of multipliers with the logarithmic-quadratic proximal regularization. Our primary purpose is to further study its convergence rate and to establish its worst-case convergence rates measured by the iteration complexity in both the ergodic and non-ergodic senses. In particular, existing convergence rate results for this combination are subsumed by the new results.
Original language | English |
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Pages (from-to) | 906-929 |
Number of pages | 24 |
Journal | Journal of Optimization Theory and Applications |
Volume | 166 |
Issue number | 3 |
Early online date | 21 Nov 2014 |
DOIs | |
Publication status | Published - Sept 2015 |
Scopus Subject Areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
User-Defined Keywords
- Alternating direction method of multipliers
- Convergence rate
- Convex programming
- Iteration complexity
- Logarithmic-quadratic proximal