A New Stopping Criterion for Eckstein and Bertsekas’s Generalized Alternating Direction Method of Multipliers

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  • School of Mathematics, Jilin University, Changchun, 130012, Jilin, China

Received date: 2021-06-12

  Revised date: 2022-03-13

  Online published: 2023-12-26

Supported by

This work was supported by the National Natural Science Foundation of China (Nos.11601183 and 61872162).

Abstract

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).

Cite this article

Xin-Xin Li, Xiao-Ya Zhang . A New Stopping Criterion for Eckstein and Bertsekas’s Generalized Alternating Direction Method of Multipliers[J]. Journal of the Operations Research Society of China, 2023 , 11(4) : 941 -955 . DOI: 10.1007/s40305-022-00417-5

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