A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866917776933781504 |
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| author | Alves, M. Marques Geremia, M. |
| author_facet | Alves, M. Marques Geremia, M. |
| contents | We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic iteration-complexities for residuals. We also justify the effectiveness of the proposed algorithm through some preliminary numerical experiments on regression problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_10311 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects Alves, M. Marques Geremia, M. Optimization and Control We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic iteration-complexities for residuals. We also justify the effectiveness of the proposed algorithm through some preliminary numerical experiments on regression problems. |
| title | A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2409.10311 |