Further Study on the Convergence Rate of Alternating Direction Method of Multipliers with Logarithmic-quadratic Proximal Regularization

نویسندگان

  • Caihua Chen
  • Min Li
  • Xiaoming Yuan
چکیده

In the literature, the combination of the alternating direction method of multipliers (ADMM) with the logarithmic-quadratic proximal (LQP) regularization has been proved to be convergent and its worst-case convergence rate in the ergodic sense has been established. In this paper, we focus on a convex minimization model and consider an inexact version of the combination of the ADMM with the LQP regularization. Our primary purpose is to further study its convergence rate; and establish its worst-case convergence rates measured by the iteration complexity in both the ergodic and non-ergodic senses. In particular, existing convergence rate results for this combination are subsumed by the new results.

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عنوان ژورنال:
  • J. Optimization Theory and Applications

دوره 166  شماره 

صفحات  -

تاریخ انتشار 2015