On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
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. Article Download View On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers