具有超松弛步长的动态正则化ADMM的逐点迭代复杂性
On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize
摘要:
在本文中,我们推广了改进的逐点迭代复杂性的结果的动态正则化交替方向法的乘子(ADMM)的一个新的步长域。在该复杂度分析中,步长参数甚至可以在间隔$(0,2)$中而不是间隔$(0,(1+\sqrt{5})/2)$中选择。像往常一样,我们的分析是通过解释这个ADMM变体作为一个实例的混合近端extragradiant框架应用于一个特定的单调包含问题。
英文摘要:
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 $(0,(1+\sqrt{5})/2)$. 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.
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