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This paper describes a regularized variant of the alternating direction method of multipli-ers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the corresponding one for the standard ADMM method and that, up to a logarithmic term, is identical to the ergodic(More)
Pointwise and ergodic iteration-complexity results for the proximal alternating direction method of multipliers (ADMM) for any stepsize in (0, (1 + √ 5)/2) have been recently established in the literature. In addition to giving alternative proofs of these results, this paper also extends the ergodic iteration-complexity result to include the case in which(More)
This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimization problems. The variant of the proximal ADMM allows the inclusion of an over-relaxation stepsize parameter belonging to the interval (0, 2). To the best of our knowledge, all(More)
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