A Note on the Alternating Direction Method of Multipliers

A Note on the Alternating Direction Method of Multipliers

0.00 Avg rating0 Votes
Article ID: iaor20126117
Volume: 155
Issue: 1
Start Page Number: 227
End Page Number: 238
Publication Date: Oct 2012
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming: convex
Abstract:

We consider the linearly constrained separable convex programming, whose objective function is separable into m individual convex functions without coupled variables. The alternating direction method of multipliers has been well studied in the literature for the special case m=2, while it remains open whether its convergence can be extended to the general case m≥3. This note shows the global convergence of this extension when the involved functions are further assumed to be strongly convex.

Reviews

Required fields are marked *. Your email address will not be published.