带非正定临近项的乘子交替方向法的收敛速率  

On the Convergence Rate of ADMM with a Positive-Indefinite Proximal Term

作　　者：王逸云[1] 欧小庆[2] 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)

机构地区：[1]西南大学数学与统计学院,重庆400715 [2]重庆人文科技学院管理学院,重庆合川401524 [3]重庆工商大学数学与统计学院,重庆400067

出　　处：《西南大学学报（自然科学版）》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)

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.

关 键 词：凸规划问题 交替方向法 非正定临近项 收敛速率 

分 类 号：O224[理学—运筹学与控制论]