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 journalJournal articlepeer-review

183 Citations (Scopus)

Abstract

This note proposes a novel approach to derive a worst-case 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
Early online date30 Nov 2014
DOIs
Publication statusPublished - Jul 2015

Scopus Subject Areas

  • Computational Mathematics
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'On non-ergodic convergence rate of Douglas–Rachford alternating direction method of multipliers'. Together they form a unique fingerprint.

Cite this