论文标题

凸编程的乘数交替方向方法:提升和渗透方案

Alternating direction method of multipliers for convex programming: a lift-and-permute scheme

论文作者

Li, Shiru, Xia, Yong, Zhang, Tao

论文摘要

为线性约束凸编程提出了交替方向方法(ADMM)的交替方向方法的提升和渗透方案。它不仅包含新开发的平衡的增强拉格朗日方法及其双重变化,还包含近端ADMM和Douglas-Rachford分裂算法。它有助于提出使用最差的$ o(1/k^2)$收敛速率加速算法,如果要最小化的目标函数是强烈凸起的。

A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal variation, but also the proximal ADMM and Douglas-Rachford splitting algorithm. It helps to propose accelerated algorithms with worst-case $O(1/k^2)$ convergence rates in the case that the objective function to be minimized is strongly convex.

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