广西科学2016，Vol.23Issue(5)：422-427,6.DOI:10.13656/j.cnki.gxkx.20161121.005
非凸两分块问题乘子交替方向法的收敛性分析
Convergence Analysis of Alternating Direction Method of Multipliers for Two Block Nonconvex Problems
摘要
Abstract
The Alternating Direction Method of Multipliers(ADMM)is an effective method for large scale optimization problems.While the convergence of ADMM has been clearly recognized in the case of convex,the convergence result of ADMM in the case of nonconvex is still an open problem.In this paper,under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Loj asiewicz inequality and the penalty parameter is greater than a constant,we an-alyze the convergence of ADMM for a class of nonconvex optimization problems whose obj ec-tive function is the sum of two block nonconvex functions.关键词
乘子交替方向法/Kurdyka-Lojasiewicz不等式/非凸优化/收敛性Key words
Alternating Direction Method of Multipliers/Kurdyka-Loj asiewicz inequality/non-convex optimization/convergence分类
数理科学引用本文复制引用
邓钊,晁绵涛,简金宝..非凸两分块问题乘子交替方向法的收敛性分析[J].广西科学,2016,23(5):422-427,6.基金项目
国家自然科学基金项目(11601095),广西自然科学基金项目(2014GXNSFFA118001,2016GXNSFDA380019)和广西高校科研项目(ZD201407)资助。 （11601095）
