Recent Developments of Alternating Direction Method of Multipliers with Multi-Block Variables

来源 :2014 Workshop on Optimization for Modern Computation(现代计算优化研 | 被引量 : 0次 | 上传用户:c566178
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The alternating direction method of multipliers (ADMM) has been widely used for solving structured convex optimization problems.In particular,the ADMM can solve convex programs that minimize the sum of N convex functions with N-block variables linked by some linear constraints.While the convergence of the ADMM for N=2 was well established in the literature,it remained an open problem for a long time whether or not the ADMM for N ≥ 3 is still convergent until very recently.
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