Solving Multiple-Block Separable Convex Minimization Problems Using Two-Block Alternating Direction Method of Multipliers

zbMath1332.65080arXiv1308.5294MaRDI QIDQ3466914

Zhi-Quan Luo, Mingyi Hong, Xiang-Feng Wang, Shi-Qian Ma

Publication date: 25 January 2016

Full work available at URL: https://arxiv.org/abs/1308.5294

zbMATH Keywords

convergenceprincipal component analysisconvex minimizationnumerical resultalternating direction method of multipliersdual splittingGaussian graphical model selectionprimal splitting

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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