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- Publisher Website: 10.1007/s00211-014-0673-6
- Scopus: eid_2-s2.0-84912569509
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Article: On non-ergodic convergence rate of DouglasâRachford alternating direction method of multipliers
| Title | On non-ergodic convergence rate of DouglasâRachford alternating direction method of multipliers |
|---|---|
| Authors | |
| Keywords | 90C25 90C30 |
| Issue Date | 2015 |
| Citation | Numerische Mathematik, 2015, v. 130, n. 3, p. 567-577 How to Cite? |
| Abstract | © 2014, Springer-Verlag Berlin Heidelberg. This note proposes a novel approach to derive a worst-case $$O(1/k)$$O(1/k) convergence rate measured by the iteration complexity in a non-ergodic sense for the DouglasâRachford alternating direction method of multipliers proposed by Glowinski and Marrocco. |
| Persistent Identifier | http://hdl.handle.net/10722/250882 |
| ISSN | 2023 Impact Factor: 2.1 2023 SCImago Journal Rankings: 1.855 |
| ISI Accession Number ID |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | He, Bingsheng | - |
| dc.contributor.author | Yuan, Xiaoming | - |
| dc.date.accessioned | 2018-02-01T01:53:58Z | - |
| dc.date.available | 2018-02-01T01:53:58Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.citation | Numerische Mathematik, 2015, v. 130, n. 3, p. 567-577 | - |
| dc.identifier.issn | 0029-599X | - |
| dc.identifier.uri | http://hdl.handle.net/10722/250882 | - |
| dc.description.abstract | © 2014, Springer-Verlag Berlin Heidelberg. This note proposes a novel approach to derive a worst-case $$O(1/k)$$O(1/k) convergence rate measured by the iteration complexity in a non-ergodic sense for the DouglasâRachford alternating direction method of multipliers proposed by Glowinski and Marrocco. | - |
| dc.language | eng | - |
| dc.relation.ispartof | Numerische Mathematik | - |
| dc.subject | 90C25 | - |
| dc.subject | 90C30 | - |
| dc.title | On non-ergodic convergence rate of DouglasâRachford alternating direction method of multipliers | - |
| dc.type | Article | - |
| dc.description.nature | link_to_subscribed_fulltext | - |
| dc.identifier.doi | 10.1007/s00211-014-0673-6 | - |
| dc.identifier.scopus | eid_2-s2.0-84912569509 | - |
| dc.identifier.volume | 130 | - |
| dc.identifier.issue | 3 | - |
| dc.identifier.spage | 567 | - |
| dc.identifier.epage | 577 | - |
| dc.identifier.isi | WOS:000354619900007 | - |
| dc.identifier.issnl | 0029-599X | - |