On the Convergence Analysis of the Alternating Direction Method of Multipliers with Three Blocks
Joint Authors
You, Yanfei
Shen, Yuan
Chen, Caihua
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-26
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
We consider a class of linearly constrained separable convex programming problems whose objective functions are the sum of three convex functions without coupled variables.
For those problems, Han and Yuan (2012) have shown that the sequence generated by the alternating direction method of multipliers (ADMM) with three blocks converges globally to their KKT points under some technical conditions.
In this paper, a new proof of this result is found under new conditions which are much weaker than Han and Yuan’s assumptions.
Moreover, in order to accelerate the ADMM with three blocks, we also propose a relaxed ADMM involving an additional computation of optimal step size and establish its global convergence under mild conditions.
American Psychological Association (APA)
Chen, Caihua& Shen, Yuan& You, Yanfei. 2013. On the Convergence Analysis of the Alternating Direction Method of Multipliers with Three Blocks. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-452646
Modern Language Association (MLA)
Chen, Caihua…[et al.]. On the Convergence Analysis of the Alternating Direction Method of Multipliers with Three Blocks. Abstract and Applied Analysis No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-452646
American Medical Association (AMA)
Chen, Caihua& Shen, Yuan& You, Yanfei. On the Convergence Analysis of the Alternating Direction Method of Multipliers with Three Blocks. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-452646
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-452646