admm代码matlab

由于没有具体的题目和需求，以下是一个示例的ADMM代码，用于解决线性规划问题。

% ADMM for Linear Programming

% Problem data
n = 100;  % number of variables
m = 50;   % number of constraints
A = randn(m,n); % constraint matrix
b = randn(m,1); % constraint vector
c = randn(n,1); % objective function coefficients

% ADMM parameters
rho = 1;
max_iter = 1000;
tol = 1e-6;

% Initialization
x = randn(n,1);
z = randn(n,1);
u = zeros(m,1);

% ADMM iterations
for k = 1:max_iter
    % x-update
    x = (A'*A + rho*eye(n)) \ (A'*b + rho*(z-u));
    
    % z-update
    z_old = z;
    z = max(x+u,0) - max(-x-u,0);
    
    % u-update
    u = u + x - z;
    
    % Check convergence
    r_norm = norm(x-z);
    s_norm = norm(-rho*(z-z_old));
    if r_norm < tol && s_norm < tol
        break;
    end
end

% Output solution
fprintf('Optimal value: %f\n', c'*x);