Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints
Year: 2018
East Asian Journal on Applied Mathematics, Vol. 8 (2018), Iss. 3 : pp. 498–509
Abstract
The alternating direction method of multipliers is applied to three-block separable quadratic programming problems whose objective function is the sum of three functions without coupled variables. Necessary and sufficient conditions for the unique solvability of this problem are established. The convergence of the method is considered from the viewpoints of matrix computation and numerical optimisation.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.240817.010318
East Asian Journal on Applied Mathematics, Vol. 8 (2018), Iss. 3 : pp. 498–509
Published online: 2018-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: Quadratic programming problem alternating direction method of multipliers splitting method.