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: East Asian Journal on Applied Mathematics (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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• The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent