中科大-凸优化 笔记（lec52）-常用技巧（分布式计算）

全部笔记的汇总贴（视频也有传送门）：中科大-凸优化

例：

min ⁡ 1 2 x 1 2 + 1 2 x 2 2 s . t .    x 1 = 1    x ∗ = ( 1 , 0 ) T    ⇒ L ( x , v ) = 1 2 x 1 2 + 1 2 x 2 2 + v ( x 1 − 1 )    x 1 = 1 , x 1 + v = 0 , x 2 = 0 ⇒ x 1 ∗ = 1 , v ∗ = − 1 , x 2 ∗ = 0    ⇒ L c ( x , v ) = 1 2 x 1 2 + 1 2 x 2 2 + v ( x 1 − 1 ) + c 2 ( x 1 − 1 ) 2 arg min ⁡ L c ( x , v ∗ ) = 1 2 x 1 2 + 1 2 x 2 2 − ( x 1 − 1 ) + c 2 ( x 1 − 1 ) 2       性 质 1 ： ∂ L c ( x , v ∗ ) ∂ x 1 = x 1 − 1 + c ( x 1 − 1 ) = 0      ⇔ x 1 = 1 ∂ L c ( x , v ∗ ) ∂ x 2 = x 2 = 0       性 质 2 ： x 1 + v + c ( x 1 − 1 ) = 0      ⇔ x 1 = c − v c + 1 x 2 = 0    L c ( x , v ) = ⋯ \min \frac12x_1^2+\frac12x_2^2\\s.t.\;x_1=1\\\;\\x^*=(1,0)^T\\\;\\\Rightarrow L(x,v)=\frac12 x_1^2+\frac12 x_2^2+v(x_1-1)\\\;\\x_1 = 1,x_1+v=0,x_2=0\\\Rightarrow x^*_1=1,v^*=-1,x_2^*=0\\\;\\\Rightarrow L_c(x,v)=\frac12 x_1^2+\frac12x_2^2+v(x_1-1)+\frac c2(x_1-1)^2\\\argmin L_c(x,v^*)=\frac12x_1^2+\frac12x_2^2-(x_1-1)+\frac c2(x_1-1)^2\\\;\\\;\\性质1：\frac{\partial L_c(x,v^*)}{\partial x_1}=x_1-1+c(x_1-1)=0\;\;\Leftrightarrow x_1=1\\\frac{\partial L_c(x,v^*)}{\partial x_2}=x_2=0\\\;\\\;\\性质2：x_1+v+c(x_1-1)=0\;\;\Leftrightarrow x_1=\frac{c-v}{c+1}\\x_2=0\\\;\\ L_c(x,v)=\cdots min21​x12​+21​x22​s.t.x1​=1x∗=(1,0)T⇒L(x,v)=21​x12​+21​x22​+v(x