It was shown recently that the Douglas-Rachford alternating direction method of multipliers can be combined with the logarithmic-quadratic proximal regularization for solving a class of variational inequalities with separable structures. This paper further shows a worst-case O(1/t) convergence rate for this algorithm where a general Glowinski relaxation factor is used.
Scopus Subject Areas
- Theoretical Computer Science
- Alternating direction method of multipliers
- Convergence rate
- Glowinski's relaxation factor
- Logarithmic-quadratic proximal regularization
- Variational inequality