Department of Mathematics
On non-ergodic convergence rate of Douglas–Rachford alternating direction method of multipliers
© 2014 Springer-Verlag Berlin HeidelbergThis note proposes a novel approach to derive a worst-case (Formula presented.) convergence rate measured by the iteration complexity in a non-ergodic sense for the Douglas–Rachford alternating direction method of multipliers proposed by Glowinski and Marrocco.
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He, Bingsheng, and Xiaoming Yuan. "On non-ergodic convergence rate of Douglas–Rachford alternating direction method of multipliers." Numerische Mathematik 130.3 (2015): 567-577.