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

TitleOn non-ergodic convergence rate of Douglas–Rachford alternating direction method of multipliers
Authors
Keywords90C25
90C30
Issue Date2015
Citation
Numerische Mathematik, 2015, v. 130, n. 3, p. 567-577 How to Cite?
Abstract© 2014, Springer-Verlag Berlin Heidelberg. 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.
Persistent Identifierhttp://hdl.handle.net/10722/250882
ISSN
2020 Impact Factor: 2.223
2020 SCImago Journal Rankings: 2.214
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorHe, Bingsheng-
dc.contributor.authorYuan, Xiaoming-
dc.date.accessioned2018-02-01T01:53:58Z-
dc.date.available2018-02-01T01:53:58Z-
dc.date.issued2015-
dc.identifier.citationNumerische Mathematik, 2015, v. 130, n. 3, p. 567-577-
dc.identifier.issn0029-599X-
dc.identifier.urihttp://hdl.handle.net/10722/250882-
dc.description.abstract© 2014, Springer-Verlag Berlin Heidelberg. 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.-
dc.languageeng-
dc.relation.ispartofNumerische Mathematik-
dc.subject90C25-
dc.subject90C30-
dc.titleOn non-ergodic convergence rate of Douglas–Rachford alternating direction method of multipliers-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s00211-014-0673-6-
dc.identifier.scopuseid_2-s2.0-84912569509-
dc.identifier.volume130-
dc.identifier.issue3-
dc.identifier.spage567-
dc.identifier.epage577-
dc.identifier.isiWOS:000354619900007-
dc.identifier.issnl0029-599X-

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