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Distributed realization method of quadratic function based on ADMM (Alternating Direction Method of Multipliers) algorithm

A quadratic function and implementation method technology, applied in the field of information processing, can solve the problem that the distributed update algorithm is no longer applicable

Active Publication Date: 2016-07-06
上海牛特信息科技有限公司
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Problems solved by technology

However, when the LASSO expression is expanded and transformed into a quadratic function problem: Although the expressions are similar, the distributed update algorithm of LASSO is no longer applicable

Method used

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  • Distributed realization method of quadratic function based on ADMM (Alternating Direction Method of Multipliers) algorithm
  • Distributed realization method of quadratic function based on ADMM (Alternating Direction Method of Multipliers) algorithm
  • Distributed realization method of quadratic function based on ADMM (Alternating Direction Method of Multipliers) algorithm

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Embodiment Construction

[0047] The present invention will be further described below in conjunction with the accompanying drawings. The following examples are only used to illustrate the technical solution of the present invention more clearly, but not to limit the protection scope of the present invention.

[0048] Such as figure 1 A distributed realization method of the quadratic function based on the ADMM algorithm is shown. First, the coefficient matrices A and b of the quadratic objective function are read in, and then divided into several blocks according to the requirements. Each block contains a pair of sub-blocks of A Angular matrix, A corresponds to a part of the block position, b corresponds to a part of the block position, and then performs a quadratic function distributed update on each divided block:

[0049] x i = arg min x i ( ...

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Abstract

The invention discloses a distributed realization method of a quadratic function based on an ADMM (Alternating Direction Method of Multipliers) algorithm. The distributed realization method comprises the steps of: starting a system; reading in coefficient matrixes A and b of a quadratic objective function (FORMULA as shown in the description); dividing data into N processing blocks; calculating each processing block by using a distributed updating expression of the quadratic function; after completing calculation, summarizing results of the processing block to complete a calculation process. According to the distributed realization method of the quadratic function based on the ADMM algorithm, the distributed updating expression of the quadratic function is derived on the basis of distributed updating of an LASSO (Least Absolute Shrinkage and Selection Operator) by using a relation between a quadratic function expression and an LASSO expression, the distributed calculation of the quadratic function which is an objective function is realized in the background of big data, the calculation speed is greatly improved.

Description

technical field [0001] The invention relates to a distributed realization method of a quadratic function based on an ADMM algorithm, which belongs to the technical field of information processing. Background technique [0002] At present, we are already living in an era of big data, and data from all walks of life is rapidly expanding and growing. There is no doubt that how to process these data efficiently and reasonably will become a key factor for enterprises to improve their core competitiveness. From a mathematical point of view, big data means an increase in sample size and dimensionality. Mathematicians have proposed many good iterative algorithms without considering the calculation time consumed in the real environment, but in the face of real Gb or even When the data exceeds Tb, general hardware cannot meet the requirements of directly running these algorithms. Under the current conditions, parallelization and distributed computing are a better solution. Distribute...

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Application Information

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IPC IPC(8): G06F17/16
CPCG06F17/16
Inventor 沈辉袁晓彤
Owner 上海牛特信息科技有限公司
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