On the \(O(1/K)\) convergence rate of alternating direction method of multipliers in a complex domain
Li, Lu ; Wang, G. Q. ; Zhang, J. L.
ANZIAM Journal, Tome 59 (2018), / Harvested from Australian Mathematical Society
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We focus on the convergence rate of the alternating direction method of multipliers (ADMM) in a complex domain. First, the complex form of variational inequality (VI) is established by using the Wirtinger calculus technique. Second, the \(O(1/K)\) convergence rate of the ADMM in a complex domain is provided. Third, the ADMM in a complex domain is applied to the least absolute shrinkage and selectionator operator (LASSO). Finally, numerical simulations are provided to show that ADMM in a complex domain has the \(O(1/K)\) convergence rate and that it has certain advantages compared with the ADMM in a real domain. doi:10.1017/S1446181118000184

Publié le : 2018-01-01
DOI : https://doi.org/10.21914/anziamj.v60i0.11945 
@article{11945,
     title = {On the \(O(1/K)\)  convergence rate of alternating direction method of multipliers in a complex domain},
     journal = {ANZIAM Journal},
     volume = {59},
     year = {2018},
     doi = {10.21914/anziamj.v60i0.11945},
     language = {EN},
     url = {http://dml.mathdoc.fr/item/11945}
}

Li, Lu; Wang, G. Q.; Zhang, J. L. On the \(O(1/K)\)  convergence rate of alternating direction method of multipliers in a complex domain. ANZIAM Journal, Tome 59 (2018) . doi : 10.21914/anziamj.v60i0.11945. http://gdmltest.u-ga.fr/item/11945/