On the O(1/t) convergence rate of Eckstein and Bertsekas’s generalized alternating direction method of multipliers

نویسندگان

  • Bingsheng He
  • Min Tao
  • Xiaoming Yuan
چکیده

This note shows the O(1/t) convergence rate of Eckstein and Bertsekas’s generalized alternating direction method of multipliers in the context of convex minimization with linear constraints.

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تاریخ انتشار 2011