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arxiv: 1705.03097 · v1 · pith:5OW3XSRNnew · submitted 2017-05-08 · 🧮 math.OC

On the pointwise iteration-complexity of a dynamic regularized ADMM with over-relaxation stepsize

classification 🧮 math.OC
keywords admmstepsizeanalysisdynamicintervaliteration-complexitypointwiseregularized
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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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