【摘要】 指出直接推广的经典乘子交替方向法对三个算子的问题不能保证收敛的原因,并且给出将其改造成收敛算法的相应策略.同时,在一个统一框架下,证明了修正的乘子交替方向法的收敛性和遍历意义下具有0(1/t)收敛速率.更多还原

【Abstract】 In this paper,we indicate the reason of divergence,and illustrate the strategies which modify the alternating direction method of multipliers(ADMM) to a convergent one for the linearly constrained separable convex optimization with three individual functions.Finally,using a uniform framework,we give the simple proofs for the convergence and O(1/t) convergence rate in the ergodic sense of the ADMM-like methods.更多还原