Inexact Alternating Direction Methods of Multipliers with Logarithmic–Quadratic Proximal Regularization

Min Li (), Li-Zhi Liao () and Xiaoming Yuan ()
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Min Li: Southeast University
Li-Zhi Liao: Hong Kong Baptist University
Xiaoming Yuan: Hong Kong Baptist University

Journal of Optimization Theory and Applications, 2013, vol. 159, issue 2, No 7, 412-436

Abstract: Abstract In the literature, it was shown recently that the Douglas–Rachford alternating direction method of multipliers can be combined with the logarithmic-quadratic proximal regularization for solving a class of variational inequalities with separable structures. This paper studies the inexact version of this combination, where the resulting subproblems are allowed to be solved approximately subject to different inexactness criteria. We prove the global convergence and establish worst-case convergence rates for the derived inexact algorithms.

Keywords: Alternating direction method of multipliers; Logarithmic-quadratic proximal regularization; Convergence rate; Inexact; Variational inequality (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-013-0334-4

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