Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints

DOI10.4208/eajam.240817.010318zbMath1457.90104OpenAlexW2811035076WikidataQ129619285 ScholiaQ129619285MaRDI QIDQ4985221

Huai Zhang, Yi-Fen Ke, Chang-Feng Ma

Publication date: 22 April 2021

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.240817.010318

zbMATH Keywords

splitting methodquadratic programming problemalternating direction method of multipliers

Mathematics Subject Classification ID

Quadratic programming (90C20)

Cites Work

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• Latent variable graphical model selection via convex optimization
• Rigorous convergence analysis of alternating variable minimization with multiplier methods for quadratic programming problems with equality constraints
• Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks
• On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function
• An augmented Lagrangian based parallel splitting method for separable convex minimization with applications to image processing
• Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems
• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

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