On non-ergodic convergence rate of Douglas–Rachford alternating direction method of multipliers

Bingsheng He, Xiaoming YUAN*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

123 Citations (Scopus)

Abstract

This note proposes a novel approach to derive a worst-case $$O(1/k)$$O(1/k) convergence rate measured by the iteration complexity in a non-ergodic sense for the Douglas–Rachford alternating direction method of multipliers proposed by Glowinski and Marrocco.

Original languageEnglish
Pages (from-to)567-577
Number of pages11
JournalNumerische Mathematik
Volume130
Issue number3
DOIs
Publication statusPublished - 28 Jul 2015

Scopus Subject Areas

  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • 90C25
  • 90C30

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