%0 Journal Article %T 正则化Consensus问题的收敛性证明
Convergence Proof of Regularized Consensus Problems %A 刘玉洁 %A 毕文静 %A 张炎 %A 俞露 %A 李伟南 %J Pure Mathematics %P 371-376 %@ 2160-7605 %D 2021 %I Hans Publishing %R 10.12677/PM.2021.113049 %X
交替方向乘子法(ADMM算法)是求解可分离凸优化问题的一种有效方法。该算法利用目标函数的可分性,将原问题拆分成若干个极小化的子问题,然后交替迭代求解。而一致性(Consensus)问题是求解大数据问题的重要的一种形式,本文提出了一种正则化的一致性问题,给出了其迭代过程,并在适当的假设下,证明了其收敛性。
Alternating direction multiplier method (ADMM algorithm) is an effective method to solve sepa-rable convex optimization problems. The algorithm USES the separability of the objective function to divide the original problem into several minimization subproblems and then solve them alter-nately iteratively. Consensus is an important form of solving big data problems. In this paper, a regularized consistency problem is proposed, its iterative process is given, and its convergence is proved under appropriate assumptions.
%K ADMM,Consensus,收敛性
ADMM %K Consensus %K The Convergence %U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=41368