Global Convergence of Unmodified 3-Block ADMM for a Class of Convex Minimization Problems
نویسندگان
چکیده
منابع مشابه
Global Convergence of Unmodified 3-Block ADMM for a Class of Convex Minimization Problems
The alternating direction method of multipliers (ADMM) has been successfully applied tosolve structured convex optimization problems due to its superior practical performance. Theconvergence properties of the 2-block ADMM have been studied extensively in the literature.Specifically, it has been proven that the 2-block ADMM globally converges for any penaltyparameter γ > 0. In th...
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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 now widely used in many fields, and its convergence was proved when two blocks of variables are alternatively updated. It is strongly desirable and practically valuable to extend ADMM directly to the case of a multi-block convex minimization problem where its objective function is the sum of more than two separable convex functions. Howe...
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ژورنال
عنوان ژورنال: Journal of Scientific Computing
سال: 2017
ISSN: 0885-7474,1573-7691
DOI: 10.1007/s10915-017-0612-7