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Alternating Direction Method of Multipliers for Separable Convex Optimization of Real Functions in Complex Variables
Joint Authors
Wang, Guoqiang
Li, Lu
Wang, Xingyu
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-12-31
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
The alternating direction method of multipliers (ADMM) has been widely explored due to its broad applications, and its convergence has been gotten in the real field.
In this paper, an ADMM is presented for separable convex optimization of real functions in complex variables.
First, the convergence of the proposed method in the complex domain is established by using the Wirtinger Calculus technique.
Second, the basis pursuit (BP) algorithm is given in the form of ADMM in which the projection algorithm and the soft thresholding formula are generalized from the real case.
The numerical simulations on the reconstruction of electroencephalogram (EEG) signal are provided to show that our new ADMM has better behavior than the classic ADMM for solving separable convex optimization of real functions in complex variables.
American Psychological Association (APA)
Li, Lu& Wang, Xingyu& Wang, Guoqiang. 2015. Alternating Direction Method of Multipliers for Separable Convex Optimization of Real Functions in Complex Variables. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-14.
https://search.emarefa.net/detail/BIM-1072912
Modern Language Association (MLA)
Li, Lu…[et al.]. Alternating Direction Method of Multipliers for Separable Convex Optimization of Real Functions in Complex Variables. Mathematical Problems in Engineering No. 2015 (2015), pp.1-14.
https://search.emarefa.net/detail/BIM-1072912
American Medical Association (AMA)
Li, Lu& Wang, Xingyu& Wang, Guoqiang. Alternating Direction Method of Multipliers for Separable Convex Optimization of Real Functions in Complex Variables. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-14.
https://search.emarefa.net/detail/BIM-1072912
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1072912