Applied Numerical Mathematics ( IF 2.2 ) Pub Date : 2021-03-18 , DOI: 10.1016/j.apnum.2021.03.014 Jianchao Bai , Yuxue Ma , Hao Sun , Miao Zhang
In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first grouped subproblems, we develop a partial LQP-based Alternating Direction Method of Multipliers (ADMM-LQP). The dual variable is updated twice with relatively larger stepsizes than the classical region . Using a prediction-correction approach to analyze properties of the iterates generated by ADMM-LQP, we establish its global convergence and sublinear convergence rate of in the new ergodic and nonergodic senses, where T denotes the iteration index. We also extend the algorithm to a nonsmooth composite convex optimization and establish similar convergence results as our ADMM-LQP.
中文翻译:
基于局部LQP的乘法器交替方向方法的迭代复杂度分析
在本文中,我们考虑了具有多块变量和可分离结构的原型凸优化问题。通过将具有合适的近端参数的对数二次近似(LQP)正则化器添加到每个第一个分组子问题中,我们开发了一种基于局部LQP的乘数交替方向方法(ADMM-LQP)。对偶变量更新两次,步长比经典区域大。使用预测校正方法分析ADMM-LQP生成的迭代的属性,我们建立了它的全局收敛性和亚线性收敛率。在新的遍历和非遍历意义上,其中T表示迭代索引。我们还将算法扩展到非光滑复合凸优化,并建立与我们的ADMM-LQP相似的收敛结果。