Establish the linear convergence of lagrangian method over network
$begingroup$
consider problem：
begin{array}{l}
mathop {arg min }limits_x f(x) \
{rm{s}}.{rm{t}}.Mx=0
end{array}
where M is an incident matrix of a graph.f(x) have Lipschitz continuous gradients with Lipschitz constant h and are strongly convex with constant $mu$
lagrangian function
$mathop L(x)= f(x)+v Mx $
how to establish linear convergence?
discrete-mathematics convex-analysis convex-optimization
asked Jan 14 at 7:44
zy lzy l
1
$endgroup$
add a comment |
$begingroup$
consider problem：
begin{array}{l}
mathop {arg min }limits_x f(x) \
{rm{s}}.{rm{t}}.Mx=0
end{array}
where M is an incident matrix of a graph.f(x) have Lipschitz continuous gradients with Lipschitz constant h and are strongly convex with constant $mu$
lagrangian function
$mathop L(x)= f(x)+v Mx $
how to establish linear convergence?
discrete-mathematics convex-analysis convex-optimization
asked Jan 14 at 7:44
zy lzy l
1
$endgroup$
$begingroup$
I have read the paper about the linear convergence of ADMM over network. But i cant find the material about linear convergence of lagrangian method.
$endgroup$
– zy l
Jan 14 at 8:43
add a comment |
$begingroup$
consider problem：
begin{array}{l}
mathop {arg min }limits_x f(x) \
{rm{s}}.{rm{t}}.Mx=0
end{array}
where M is an incident matrix of a graph.f(x) have Lipschitz continuous gradients with Lipschitz constant h and are strongly convex with constant $mu$
lagrangian function
$mathop L(x)= f(x)+v Mx $
how to establish linear convergence?
discrete-mathematics convex-analysis convex-optimization
asked Jan 14 at 7:44
zy lzy l
1
$endgroup$
consider problem：
begin{array}{l}
mathop {arg min }limits_x f(x) \
{rm{s}}.{rm{t}}.Mx=0
end{array}
where M is an incident matrix of a graph.f(x) have Lipschitz continuous gradients with Lipschitz constant h and are strongly convex with constant $mu$
lagrangian function
$mathop L(x)= f(x)+v Mx $
how to establish linear convergence?
discrete-mathematics convex-analysis convex-optimization
discrete-mathematics convex-analysis convex-optimization
asked Jan 14 at 7:44
zy lzy l
1
asked Jan 14 at 7:44
zy lzy l
1
asked Jan 14 at 7:44
zy lzy l
1
asked Jan 14 at 7:44
zy lzy l
1
asked Jan 14 at 7:44
zy lzy l
1
1
$begingroup$
I have read the paper about the linear convergence of ADMM over network. But i cant find the material about linear convergence of lagrangian method.
$endgroup$
– zy l
Jan 14 at 8:43
add a comment |
$begingroup$
I have read the paper about the linear convergence of ADMM over network. But i cant find the material about linear convergence of lagrangian method.
$endgroup$
– zy l
Jan 14 at 8:43
$begingroup$
I have read the paper about the linear convergence of ADMM over network. But i cant find the material about linear convergence of lagrangian method.
$endgroup$
– zy l
Jan 14 at 8:43
$begingroup$
I have read the paper about the linear convergence of ADMM over network. But i cant find the material about linear convergence of lagrangian method.
$endgroup$
– zy l
Jan 14 at 8:43
add a comment |
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$begingroup$
I have read the paper about the linear convergence of ADMM over network. But i cant find the material about linear convergence of lagrangian method.
$endgroup$
– zy l
Jan 14 at 8:43