A Note on the Alternating Direction Method of Multipliers

We consider the linearly constrained separable convex programming, whose objective function is separable into m individual convex functions without coupled variables. The alternating direction method of multipliers has been well studied in the literature for the special case m =2, while it remains o...

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Veröffentlicht in:	Journal of optimization theory and applications Jg. 155; H. 1; S. 227 - 238
Hauptverfasser:	Han, Deren, Yuan, Xiaoming
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Boston Springer US 01.10.2012 Springer Nature B.V
Schlagworte:	Applications of Mathematics Calculus of Variations and Optimal Control; Optimization Constraints Convergence Convex analysis Engineering Lagrange multiplier Mathematical functions Mathematics Mathematics and Statistics Multipliers Operations Research/Decision Theory Optimization Programming Studies Theory of Computation Alternating direction method of multipliers Strongly convex functions Global convergence
ISSN:	0022-3239, 1573-2878
Online-Zugang:	Volltext
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