Convergence analysis of the direct extension of ADMM for multiple-block separable convex minimization

DOI10.1007/s10444-017-9560-xzbMath1393.90089arXiv1609.07221OpenAlexW2526749264MaRDI QIDQ723737

Min Tao, Xiao-Ming Yuan

Publication date: 24 July 2018

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.07221

zbMATH Keywords

convergence analysisconvex programmingalternating direction method of multipliersmultiple-block separable models

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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