\(O(1/t)\) complexity analysis of the generalized alternating direction method of multipliers

DOI10.1007/s11425-016-9184-4zbMath1431.65083OpenAlexW2801764080MaRDI QIDQ2423860

Deren Han, Xing-Ju Cai

Publication date: 20 June 2019

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9184-4

zbMATH Keywords

iteration complexityseparable convex optimizationsublinear convergence rategeneralized alternating direction method of multipliers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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