Abstract
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 open whether its convergence can be extended to the general case m ≥3. This note shows the global convergence of this extension when the involved functions are further assumed to be strongly convex.
Original language | English |
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Pages (from-to) | 227-238 |
Number of pages | 12 |
Journal | Journal of Optimization Theory and Applications |
Volume | 155 |
Issue number | 1 |
DOIs | |
Publication status | Published - Oct 2012 |
User-Defined Keywords
- Alternating direction method of multipliers
- Global convergence
- Strongly convex functions