The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

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DOI10.1007/s10107-014-0826-5zbMath1332.90193OpenAlexW1992841740MaRDI QIDQ5962713

Xiao-Ming Yuan, Bing-sheng He, Yinyu Ye, Caihua Chen

Publication date: 23 February 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0826-5

zbMATH Keywords

convergence analysis convex programming splitting methods alternating direction method of multipliers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

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