Convergence Analysis of the Generalized Alternating Direction Method of Multipliers with Logarithmic–Quadratic Proximal Regularization

Min Li (), Xinxin Li () and Xiaoming Yuan ()
Additional contact information
Min Li: Southeast University
Xinxin Li: Hong Kong Baptist University
Xiaoming Yuan: Hong Kong Baptist University

Journal of Optimization Theory and Applications, 2015, vol. 164, issue 1, No 11, 218-233

Abstract: Abstract We consider combining the generalized alternating direction method of multipliers, proposed by Eckstein and Bertsekas, with the logarithmic–quadratic proximal method proposed by Auslender, Teboulle, and Ben-Tiba for solving a variational inequality with separable structures. For the derived algorithm, we prove its global convergence and establish its worst-case convergence rate measured by the iteration complexity in both the ergodic and nonergodic senses.

Keywords: Generalized alternating direction method of multipliers; Logarithmic–quadratic proximal method; Convergence rate; Variational inequality; 90C25; 90C33; 65K05 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-014-0567-x Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:164:y:2015:i:1:d:10.1007_s10957-014-0567-x

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-014-0567-x

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().