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arXiv · 2409.10311

A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects

M. Marques Alves·M. Geremia
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Abstract

We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic iteration-complexities for residuals. We also justify the effectiveness of the proposed algorithm through some preliminary numerical experiments on regression problems.

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M. Marques Alves, M. Geremia. 2024-09-16. A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects. https://arxiv.org/abs/2409.10311

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