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作者:

Chao, Miantao (Chao, Miantao.) | Cheng, Caozong (Cheng, Caozong.) | Zhang, Haibin (Zhang, Haibin.) (学者:张海斌)

收录:

EI Scopus SCIE

摘要:

We consider the linearly constrained separable convex programming problem whose objective function is separable into m individual convex functions with non-overlapping variables. The alternating direction method of multipliers (ADMM) has been well studied in the literature for the special case m = 2, but the direct extension of ADMM for the general case m >= 2 is not necessarily convergent. In this paper, we propose a new linearized ADMM-based contraction type algorithms for the general case m >= 2. For the proposed algorithm, we prove its convergence via the analytic framework of contractive type methods and we derive a worst-case O(1/t) convergence rate in ergodic sense. Finally, numerical results are reported to demonstrate the effectiveness of the proposed algorithm.

关键词:

Alternating direction method of multipliers contraction methods convergence rate convex programming

作者机构:

  • [ 1 ] [Chao, Miantao]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China
  • [ 2 ] [Cheng, Caozong]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang, Haibin]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China

通讯作者信息:

  • [Chao, Miantao]Beijing Univ Technol, Dept Math, Beijing 100124, Peoples R China

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来源 :

ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH

ISSN: 0217-5959

年份: 2015

期: 3

卷: 32

1 . 4 0 0

JCR@2022

ESI学科: ENGINEERING;

ESI高被引阀值:114

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 7

SCOPUS被引频次: 8

ESI高被引论文在榜: 0 展开所有

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