On the convergence properties of a majorized alternating direction method of multipliers for linearly constrained convex optimization problems with coupled objective functions

DOI10.1007/s10957-016-0877-2zbMath1342.90130arXiv1502.00098OpenAlexW2274628055MaRDI QIDQ301734

Kim-Chuan Toh, Xudong Li, Ying Cui, Defeng Sun

Publication date: 1 July 2016

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

Full work available at URL: https://arxiv.org/abs/1502.00098

zbMATH Keywords

nonsmooth analysisconvex quadratic programmingmajorizationiteration complexitycoupled objective function

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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