On the pointwise iteration-complexity of a dynamic regularized ADMM with\n over-relaxation stepsize

2017/05/08 by Max L. N. Gonçalves, Goncalves, M. L. N.
Computer Science · Engineering · Physics and Astronomy · #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Matrix Theory and Algorithms #Model Reduction and Neural Networks #Numerical methods in engineering #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1705.03097

openalex publication_date 2017/05/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we extend the improved pointwise iteration-complexity result\nof a dynamic regularized alternating direction method of multipliers (ADMM) for\na new stepsize domain. In this complexity analysis, the stepsize parameter can\neven be chosen in the interval (0,2) instead of interval\n(0,(1+\√(5))/2). As usual, our analysis is established by interpreting\nthis ADMM variant as an instance of a hybrid proximal extragradient framework\napplied to a specific monotone inclusion problem.\n

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