Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond
نویسندگان
چکیده
منابع مشابه
Block-wise Alternating Direction Method of Multipliers for Multiple-block Convex Programming and Beyond
The alternating direction method of multipliers (ADMM) is a benchmark for solving a linearly constrained convex minimization model with a two-block separable objective function; and it has been shown that its direct extension to a multiple-block case where the objective function is the sum of more than two functions is not necessarily convergent. For the multipleblock case, a natural idea is to...
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ژورنال
عنوان ژورنال: SMAI Journal of Computational Mathematics
سال: 2015
ISSN: 2426-8399
DOI: 10.5802/smai-jcm.6