Inexact Alternating Direction Methods of Multipliers with Logarithmic-Quadratic Proximal Regularization

被引:10
|
作者
Li, Min [1 ]
Liao, Li-Zhi [2 ]
Yuan, Xiaoming [2 ]
机构
[1] Southeast Univ, Sch Econ & Management, Nanjing 210096, Jiangsu, Peoples R China
[2] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
Alternating direction method of multipliers; Logarithmic-quadratic proximal regularization; Convergence rate; Inexact; Variational inequality; CONVERGENCE RATE;
D O I
10.1007/s10957-013-0334-4
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In the literature, it was shown recently that the Douglas-Rachford alternating direction method of multipliers can be combined with the logarithmic-quadratic proximal regularization for solving a class of variational inequalities with separable structures. This paper studies the inexact version of this combination, where the resulting subproblems are allowed to be solved approximately subject to different inexactness criteria. We prove the global convergence and establish worst-case convergence rates for the derived inexact algorithms.
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页码:412 / 436
页数:25
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