On the O(1/t) Convergence Rate of Alternating Direction Method with Logarithmic-Quadratic Proximal Regularization
نویسندگان
چکیده
It was recently shown that the alternating direction method with logarithmicquadratic proximal regularization can yield an efficient algorithm for a class of variational inequalities with separable structures. This paper further shows the O(1/t) convergence rate for this kind of algorithms. Both the cases with a simple or general Glowinski’s relaxation factor are discussed.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 22 شماره
صفحات -
تاریخ انتشار 2012