35 citations · 108 across the 23 of their papers we have counts for
4 papers · 2 filters
Extending the ergodic convergence rate of the proximal ADMM
Max L. N. Goncalves, Jefferson G. Melo, Renato D. C. Monteiro
Pointwise and ergodic iteration-complexity results for the proximal alternating direction method of multipliers (ADMM) for any stepsize in(0,(1+\sqrt{5})/2) have been recently esta…
Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
Renato D. C. Monteiro, Chee-Khian Sim
This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum o…
Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations
M. Marques Alves, R. D. C. Monteiro, Benar F. Svaiter
This paper studies the iteration-complexity of a new primal-dual algorithm based on Rockafellar's proximal method of multipliers (PMM) for solving smooth convex programming problem…
Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework
Max L. N. Goncalves, Jefferson G. Melo, Renato D. C. Monteiro
This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwis…