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- Publisher Website: 10.1137/110847639
- Scopus: eid_2-s2.0-84871557091
- WOS: WOS:000312734300010
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Article: On the O(1/t) convergence rate of alternating direction method with logarithmic-quadratic proximal regularization
| Title | On the O(1/t) convergence rate of alternating direction method with logarithmic-quadratic proximal regularization |
|---|---|
| Authors | |
| Keywords | Logarithmic-quadratic proximal regularization Variational inequality Alternating direction method of multipliers Convergence rate Glowinski's relaxation factor |
| Issue Date | 2012 |
| Publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/siopt.php |
| Citation | SIAM Journal on Optimization, 2012, v. 22, n. 4, p. 1431-1448 How to Cite? |
| Abstract | 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. © 2012 Society for Industrial and Applied Mathematics. |
| Persistent Identifier | http://hdl.handle.net/10722/251020 |
| ISSN | 2023 Impact Factor: 2.6 2023 SCImago Journal Rankings: 2.138 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Tao, Min | - |
| dc.contributor.author | Yuan, Xiaoming | - |
| dc.date.accessioned | 2018-02-01T01:54:21Z | - |
| dc.date.available | 2018-02-01T01:54:21Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.citation | SIAM Journal on Optimization, 2012, v. 22, n. 4, p. 1431-1448 | - |
| dc.identifier.issn | 1052-6234 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/251020 | - |
| dc.description.abstract | 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. © 2012 Society for Industrial and Applied Mathematics. | - |
| dc.language | eng | - |
| dc.publisher | Society for Industrial and Applied Mathematics. The Journal's web site is located at http://www.siam.org/journals/siopt.php | - |
| dc.relation.ispartof | SIAM Journal on Optimization | - |
| dc.subject | Logarithmic-quadratic proximal regularization | - |
| dc.subject | Variational inequality | - |
| dc.subject | Alternating direction method of multipliers | - |
| dc.subject | Convergence rate | - |
| dc.subject | Glowinski's relaxation factor | - |
| dc.title | On the O(1/t) convergence rate of alternating direction method with logarithmic-quadratic proximal regularization | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1137/110847639 | - |
| dc.identifier.scopus | eid_2-s2.0-84871557091 | - |
| dc.identifier.volume | 22 | - |
| dc.identifier.issue | 4 | - |
| dc.identifier.spage | 1431 | - |
| dc.identifier.epage | 1448 | - |
| dc.identifier.isi | WOS:000312734300010 | - |
| dc.identifier.issnl | 1052-6234 | - |