乘子交替方向法的一些收敛性质

• 作者: 何炳生
• 来源期刊: 高等学校计算数学学报
• 学科: 数学
• 年，卷（期）: 2017,（1）
• 页码范围: 81-96
• 页数: 16页
• 分类号: O221.2|O224
• 语种: 中文

摘要

Alternating direction method of multipliers (ADMM) is effectively applied to solving the optimization problems arising from image processing,machine learning and other applied computation areas.In this paper,by using the approach of the variational inequality and some simple identities,we give a short and brief proof of the convergence properties of ADMM,which includes the strong contractility,O(1/t) ergotic,and strong pointwise iteration-complexity.The only mathematical background required of this paper is the basic concepts of optimality of the convex optimization.

作者信息

序号	姓名	单位	发文数	被引次数	H指数	G指数
1	何炳生		14	55	5.0	7.0