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On the Convergence Analysis of the Alternating Direction Method of Multipliers with Three Blocks
2013
Abstract and Applied Analysis
We consider a class of linearly constrained separable convex programming problems whose objective functions are the sum of three convex functions without coupled variables. For those problems, Han and Yuan (2012) have shown that the sequence generated by the alternating direction method of multipliers (ADMM) with three blocks converges globally to their KKT points under some technical conditions. In this paper, a new proof of this result is found under new conditions which are much weaker than
doi:10.1155/2013/183961
fatcat:bbl4f32gcfbi5j2nx2flzceih4