摘要
研究了带非正定临近正则项的乘子交替方向法(ADMM)的收敛速度.通过引入松弛因子改进拉格朗日乘子的迭代步长,并在适当的参数条件下建立了带非正定临近正则项的ADMM在遍历意义下的收敛速率.
In this paper,we mainly investigate the convergence rate of ADMM with a positive-indefinite proximal term.We improve the iterative step size of the Lagrangian multiplier by introducing a relaxation factor,and establish the convergence rate of ADMM with a positive-indefinite proximal term in the ergodic sense under suitable assumptions on parameters.
作者
王逸云
欧小庆
李高西
WANG Yi-yun1 , OU Xiao-qing2, LI Gao-xi3(1. School of Mathematics and Statistics, Southwest University, Chongqing 400715, China ; 2. School of Management, Chongqing College of Humanities, Science ＆ Technology, Hechuan Chongqing 401524, China 3. School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, Chin)
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2018年第3期101-108,共8页
Journal of Southwest University(Natural Science Edition)
基金
重庆市基础与前沿研究项目(cstc2016jcyjA0239)
关键词
凸规划问题
交替方向法
非正定临近项
收敛速率
convex programming problem
alternating direction method of multipliers
positive-indefinite proximal term
convergence rate
