地点:行健楼学术活动室665
邀请人:孙海琳 副教授
摘要:
In this talk we will discuss some convergence properties of
an inexact ADMM method, where the subproblems are solved inexactly
to an adaptive accuracy. We will talk about the global convergence
as well as its convergence complexities under different situations.
In general, we will show that this inexact ADMM method will maintain
the same convergence complexity as the corresponding exact ADMM method,
where all the subproblems need to be solved exactly. Preliminary
numerical result shows the benefits of solving the subproblems
inexactly by the new proposed method.