On the global and linear convergence of direct extension of ADMM for 3-block separable convex minimization models

DOI10.1186/S13660-016-1173-2zbMath1456.90126OpenAlexW2520610208WikidataQ59466154 ScholiaQ59466154MaRDI QIDQ314977

Hui-Jie Sun, Jin jiang Wang, Ting-Quan Deng

Publication date: 19 September 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-016-1173-2

zbMATH Keywords

strong monotonicityseparable convex optimizationalternating direction method of multiplierKarush-Kuhn-Tucher (KKT) systemlinear convergence rate

Mathematics Subject Classification ID

Convex programming (90C25)

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