Journal
NUMERISCHE MATHEMATIK
Volume 130, Issue 3, Pages 567-577Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s00211-014-0673-6
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Funding
- General Research Fund from Hong Kong Research Grants Council [203613]
- NSFC [91130007, 11471156]
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This note proposes a novel approach to derive a worst-case 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.
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