A Convergent 3-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block
نویسندگان
چکیده
منابع مشابه
A Convergent 3-Block Semi-Proximal ADMM for Convex Minimization Problems with One Strongly Convex Block
In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving 3-block separable convex minimization problems with the second block in the objective being a strongly convex function and one coupled linear equation constraint. By choosing the semi-proximal terms properly, we establish the global convergence of the proposed semi-proximal ADMM for the step...
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The alternating direction method of multipliers (ADMM) is a benchmark for solving a two-block linearly constrained convex minimization model whose objective function is the sum of two functions without coupled variables. Meanwhile, it is known that the convergence is not guaranteed if the ADMM is directly extended to a multiple-block convex minimization model whose objective function has more t...
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ژورنال
عنوان ژورنال: Asia-Pacific Journal of Operational Research
سال: 2015
ISSN: 0217-5959,1793-7019
DOI: 10.1142/s0217595915500244