On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers

Published: 2012/01/16

Convex Optimization alternating direction method of multipliers, convergence rate, non-ergodic, separable convex programming Short URL: https://optimization-online.org/?p=11884

Recently, a worst-case O(1/t) convergence rate was established for the Douglas-Rachford alternating direction method of multipliers in an ergodic sense. This note proposes a novel approach to derive the same convergence rate while in a non-ergodic sense.

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