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- 2018
带非正定临近项的乘子交替方向法的收敛速率
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Abstract:
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
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