class ADMM(Job):
def map_reader(fd, url, size, params):
i = Task.id
z = params.z
yi = params.y[i] + params.rho * (params.x[i] - z)
for A, b in iter:
xi = argmin(fi(x) + dot(yi, x - z) + (params.rho / 2.) * dot(x - z, x - z))
yield str(i), (xi, yi)
def reduce(iter, params):
for n, (i, (xi, yi)) in enumerate(iter):
zhat += xi + yi / float(params.rho)
yield zhat / n
# first run a job to put records into A, b format
# and also calculate a first z
if __name__ == '__main__':
params = Params(rho=1., z=0., objective=)
while True:
job = ADMM()
results = job.wait()
z = old_z
params.z = list(RecordIter(job.results()))[0]
if params.rho * sqrt(n) * pnorm(z - params.z, p=2) <= eta_conv:
if sum(dot(xi - params.z, xi - params.z)
for xi, yi in RecordIter(results)) <= (eta_feas ** 2):
break
