论文标题
一般QCQP共识-ADMM的收敛分析
Convergence Analysis of Consensus-ADMM for General QCQP
论文作者
论文摘要
我们分析了乘数的共识偏置方向方法（ADMM）的收敛属性，用于求解一般的四次约束二次程序。我们证明，只要选择增强的拉格朗日参数足够大，增强的拉格朗日函数值在单调上是非侵入的。仿真结果表明，当目标函数的二次项中的矩阵是正定确定的时，增强的拉格朗日函数是从下面界定的。在这种情况下，共识-ADMM是收敛的。
We analyze the convergence properties of the consensus-alternating direction method of multipliers (ADMM) for solving general quadratically constrained quadratic programs. We prove that the augmented Lagrangian function value is monotonically non-increasing as long as the augmented Lagrangian parameter is chosen to be sufficiently large. Simulation results show that the augmented Lagrangian function is bounded from below when the matrix in the quadratic term of the objective function is positive definite. In such a case, the consensus-ADMM is convergent.
