Solving ADMM Subproblems using Relative Error Criteria

June 13, 2018, 10:00 AM - 10:30 AM



Rutgers University

CoRE Building

96 Frelinghuysen Road

Piscataway, NJ 08854

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Jefferson Melo, Federal University of Goiás

In this talk, we consider some ADMM variants and discuss relative error criteria for solving approximately their subproblems. We present some  iteration-complexity bounds for these variants in order to compute approximate solutions of a linearly constrained optimization problem. Some numerical experiments are presented in order to show the advantage of considering inexact ADMM variants using relative error criteria.

Co-authors: Vando A. Adona  and  Max L.N. Gonçalves