A multi-parameter parallel ADMM for multi-block linearly constrained separable convex optimization

The alternating direction method of multipliers (ADMM) has been proved to be effective for solving two-block convex minimization model subject to linear constraints. However, the convergence of multiple-block convex minimization model with linear constraints may not be guaranteed without additional...

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Bibliographic Details

Published in:	Applied numerical mathematics Vol. 171; pp. 369 - 388
Main Authors:	Shen, Yuan, Gao, Qianming, Yin, Xue
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.01.2022
Subjects:	Alternating direction method of multipliers Convex optimization Multi-block Parallel computing Proximal point algorithm Multi-block Alternating direction method of multipliers Parallel computing Proximal point algorithm Convex optimization
ISSN:	0168-9274, 1873-5460
Online Access:	Get full text
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