On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function

DOI10.1007/S10589-016-9860-YzbMATH Open1372.90079OpenAlexW2502737401MaRDI QIDQ2397092FDOQ2397092

Authors: Deren Han, Xing-Ju Cai, Xiaoming Yuan 

Publication date: 29 May 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-016-9860-y

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zbMATH Keywords

alternating direction method of multipliersconvergence analysisconvex programmingseparable structure

Mathematics Subject Classification ID

Convex programming (90C25)

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• A Block Lanczos Method for the Extended Trust-Region Subproblem
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• A Peaceman-Rachford splitting method with monotone plus skew-symmetric splitting for nonlinear saddle point problems
• ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN
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• A parallel Gauss-Seidel method for convex problems with separable structure
• Inexact alternating direction methods of multipliers for separable convex optimization

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