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Article: Convergence Analysis of the Generalized Alternating Direction Method of Multipliers with Logarithmic–Quadratic Proximal Regularization

TitleConvergence Analysis of the Generalized Alternating Direction Method of Multipliers with Logarithmic–Quadratic Proximal Regularization
Authors
Li, MinLi, XinxinYuan, Xiaoming
KeywordsLogarithmic–quadratic proximal method
Variational inequality
Generalized alternating direction method of multipliers
Convergence rate
Issue Date2014
Citation
Journal of Optimization Theory and Applications, 2014, v. 164, n. 1, p. 218-233 How to Cite?
DOI: http://dx.doi.org/10.1007/s10957-014-0567-x
Abstract© 2014, Springer Science+Business Media New York. We consider combining the generalized alternating direction method of multipliers, proposed by Eckstein and Bertsekas, with the logarithmic–quadratic proximal method proposed by Auslender, Teboulle, and Ben-Tiba for solving a variational inequality with separable structures. For the derived algorithm, we prove its global convergence and establish its worst-case convergence rate measured by the iteration complexity in both the ergodic and nonergodic senses.
Persistent Identifierhttp://hdl.handle.net/10722/251120
ISSN
0022-3239
2023 Impact Factor: 1.6
2023 SCImago Journal Rankings: 0.864
ISI Accession Number ID
WOS:000347771900011

 

DC FieldValueLanguage
dc.contributor.authorLi, Min-
dc.contributor.authorLi, Xinxin-
dc.contributor.authorYuan, Xiaoming-
dc.date.accessioned2018-02-01T01:54:39Z-
dc.date.available2018-02-01T01:54:39Z-
dc.date.issued2014-
dc.identifier.citationJournal of Optimization Theory and Applications, 2014, v. 164, n. 1, p. 218-233-
dc.identifier.issn0022-3239-
dc.identifier.urihttp://hdl.handle.net/10722/251120-
dc.description.abstract© 2014, Springer Science+Business Media New York. We consider combining the generalized alternating direction method of multipliers, proposed by Eckstein and Bertsekas, with the logarithmic–quadratic proximal method proposed by Auslender, Teboulle, and Ben-Tiba for solving a variational inequality with separable structures. For the derived algorithm, we prove its global convergence and establish its worst-case convergence rate measured by the iteration complexity in both the ergodic and nonergodic senses.-
dc.languageeng-
dc.relation.ispartofJournal of Optimization Theory and Applications-
dc.subjectLogarithmic–quadratic proximal method-
dc.subjectVariational inequality-
dc.subjectGeneralized alternating direction method of multipliers-
dc.subjectConvergence rate-
dc.titleConvergence Analysis of the Generalized Alternating Direction Method of Multipliers with Logarithmic–Quadratic Proximal Regularization-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s10957-014-0567-x-
dc.identifier.scopuseid_2-s2.0-84939889767-
dc.identifier.volume164-
dc.identifier.issue1-
dc.identifier.spage218-
dc.identifier.epage233-
dc.identifier.eissn1573-2878-
dc.identifier.isiWOS:000347771900011-
dc.identifier.issnl0022-3239-

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