Convergence Analysis of Alternating Direction Method of Multipliers for a Class of Separable Convex Programming

Zehui Jia, Ke Guo and Xingju Cai

Abstract and Applied Analysis, 2013, vol. 2013, 1-8

Abstract:

The purpose of this paper is extending the convergence analysis of Han and Yuan (2012) for alternating direction method of multipliers (ADMM) from the strongly convex to a more general case. Under the assumption that the individual functions are composites of strongly convex functions and linear functions, we prove that the classical ADMM for separable convex programming with two blocks can be extended to the case with more than three blocks. The problems, although still very special, arise naturally from some important applications, for example, route-based traffic assignment problems.

Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/AAA/2013/680768.pdf (application/pdf)
http://downloads.hindawi.com/journals/AAA/2013/680768.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:680768

DOI: 10.1155/2013/680768

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().