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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Two-agent consensus least squares with exact ADMM iterates
Statement
Take , , constraint , , and scaled initial values . The primal optimizer is with value ; is a saddle and dual optimizer. The first two exact scaled ADMM sweeps are
Facts & Assumptions
Given: The scalar functions, equality constraint, penalty and initial state in the Statement.
The scalar functions, equality constraint, penalty, and initial state are exactly those in the Statement; the equality row is nonzero and hence has full row rank.
Scaled two-block ADMM with explicit capped-solve statuses: minimizes , minimizes , and .
Saddle points of extended-real Lagrangians: saddle means for all arguments.
Finite-dimensional convex program, Lagrangian dual, and Slater condition: the dual function is the infimum of the Lagrangian and the dual value is its supremum over multipliers.
Every Lagrangian dual feasible pair is a lower-bound certificate: every dual value is at most every feasible primal objective value.
Proof
On the feasible set , the objective is which is uniquely minimized at with value . For , with equality at ; feasibility makes for every . These are exactly the saddle inequalities [F2].
Differentiating the first strictly convex quadratic in [F1] gives . At this yields . Differentiating the second gives , hence and then .
The equality matrix is , whose single row is linearly independent, so the dual definition [F3] applies. Its dual function is Thus its maximum is at , consistent with weak duality [F4] and the saddle value.
The same two equations give , , and . Each subproblem is a strictly convex quadratic, so both minimizers in each of these sweeps are attained and unique. The recurrence values are exact rationals.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
9 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato, and Jonathan Eckstein, Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers, §3 (standard reference, not scraped)
- Stephen Boyd and Lieven Vandenberghe, Convex Optimization, Chapter 5 (standard reference, not scraped)