文件名称:ADMM-method
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ADMM方法对于求解线性约束凸优化问题是有效的。在本文中,我们提出了一个邻近线性算法,同伦算法习惯于求解每个迭代点的子问题。在合适的条件下,这个全局收敛和的收敛速度是所提出算法被证明的最糟糕的情况。一个初始的数值结果表明提出方法的有效性。-ADMM method for solving linear constrained convex optimization problem is effective. In this paper, we propose a near linear algorithm, homotopy method used to solve the problem of sub-point of each iteration. Under appropriate conditions, the global convergence and convergence rate is the worst case of the proposed algorithm is proved. The numerical results show that an initial validity of the proposed method.
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ADMM方法.doc