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Numerische Mathematik

, Volume 130, Issue 3, pp 567–577 | Cite as

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

  • Bingsheng He
  • Xiaoming Yuan
Article

Abstract

This note proposes a novel approach to derive a worst-case \(O(1/k)\) 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.

Mathematics Subject Classification

90C25 90C30 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.Department of Mathematics, International Centre of Management Science and EngineeringNanjing UniversityNanjingChina
  2. 2.Department of MathematicsHong Kong Baptist UniversityHong KongChina

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