On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
نویسنده
چکیده
In this paper, we extend the improved pointwise iteration-complexity result of a dynamic regularized alternating direction method of multipliers (ADMM) for a new stepsize domain. In this complexity analysis, the stepsize parameter can even be chosen in the interval (0, 2) instead of interval (0, (1 + √ 5)/2). As usual, our analysis is established by interpreting this ADMM variant as an instance of a hybrid proximal extragradient framework applied to a specific monotone inclusion problem. 2000 Mathematics Subject Classification: 47H05, 49M27, 90C25, 90C30, 90C60, 65K10.
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