Convergence Analysis of Alternating Direction Method of Multipliers for a Class of Separable Convex Programming
نویسندگان
چکیده
منابع مشابه
Convergence rate and iteration complexity on the alternating direction method of multipliers with a substitution procedure for separable convex programming∗
Recently, in [17] we have showed the first possibility of combining the DouglasRachford alternating direction method of multipliers (ADMM) with a Gaussian back substitution procedure for solving a convex minimization model with a general separable structure. This paper is a further study on theoretical aspects of this theme. We first derive a general algorithmic framework to combine ADMM with e...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2013
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2013/680768