1. Convergence analysis of consensus-ADMM for general QCQP.
- Author
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Huang, Huiping, So, Hing Cheung, and Zoubir, Abdelhak M.
- Subjects
- *
LAGRANGIAN functions , *DISTRIBUTED algorithms - Abstract
• convergence analyses. • consensus-alternating direction method of multipliers. • general quadratically constrained quadratic programs. • monotonically non-increasing of augmented Lagrangian function value. • boundedness of augmented Lagrangian function. 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. [ABSTRACT FROM AUTHOR]
- Published
- 2023
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