%0 Journal Article
%T 带非正定临近项的乘子交替方向法的收敛速率<br>On the Convergence Rate of ADMM with a Positive-Indefinite Proximal Term
%A 王逸云
%A 欧小庆
%A 李高西&lt
%A br&gt
%A WANG Yi-yun
%A OU Xiao-qing
%A LI Gao-xi
%J 西南大学学报(自然科学版)
%D 2018
%R 10.13718/j.cnki.xdzk.2018.03.015
%X 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.<br>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
%K 凸规划问题
%K 交替方向法
%K 非正定临近项
%K 收敛速率&lt
%K br&gt
%K convex programming problem
%K alternating direction method of multipliers
%K positive-indefinite proximal term
%K convergence rate
%U http://xbgjxt.swu.edu.cn/jsuns/html/jsuns/2018/3/201803015.htm