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A New Stopping Criterion for Eckstein and Bertsekas’s Generalized Alternating Direction Method of Multipliers
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作者 Xin-Xin Li Xiao-Ya Zhang 《Journal of the Operations Research Society of China》 EI CSCD 2023年第4期941-955,共15页
In this paper,we propose a new stopping criterion for Eckstein and Bertsekas’s generalized alternating direction method of multipliers.The stopping criterion is easy to verify,and the computational cost is much less ... In this paper,we propose a new stopping criterion for Eckstein and Bertsekas’s generalized alternating direction method of multipliers.The stopping criterion is easy to verify,and the computational cost is much less than the classical stopping criterion in the highly influential paper by Boyd et al.(Found Trends Mach Learn 3(1):1–122,2011). 展开更多
关键词 Convex optimization generalized alternating direction method of multipliers Proximal point algorithm Stopping criterion
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