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Volume 8, Issue 3
Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints

Yifen Ke, Changfeng Ma & Huai Zhang

DOI: 10.4208/eajam.240817.010318

East Asian J. Appl. Math., 8 (2018), pp. 498-509.

Published online: 2018-08

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  • Abstract

The alternating direction method of multipliers is applied to three-block separable quadratic programming problems whose objective function is the sum of three functions without coupled variables. Necessary and sufficient conditions for the unique solvability of this problem are established. The convergence of the method is considered from the viewpoints of matrix computation and numerical optimisation.

  • Keywords

Quadratic programming problem, alternating direction method of multipliers, splitting method.

  • AMS Subject Headings

90C30

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{EAJAM-8-498, author = {Yifen Ke, Changfeng Ma and Huai Zhang}, title = {Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints}, journal = {East Asian Journal on Applied Mathematics}, year = {2018}, volume = {8}, number = {3}, pages = {498--509}, abstract = {

The alternating direction method of multipliers is applied to three-block separable quadratic programming problems whose objective function is the sum of three functions without coupled variables. Necessary and sufficient conditions for the unique solvability of this problem are established. The convergence of the method is considered from the viewpoints of matrix computation and numerical optimisation.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.240817.010318}, url = {http://global-sci.org/intro/article_detail/eajam/12621.html} }
TY - JOUR T1 - Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints AU - Yifen Ke, Changfeng Ma & Huai Zhang JO - East Asian Journal on Applied Mathematics VL - 3 SP - 498 EP - 509 PY - 2018 DA - 2018/08 SN - 8 DO - http://doi.org/10.4208/eajam.240817.010318 UR - https://global-sci.org/intro/article_detail/eajam/12621.html KW - Quadratic programming problem, alternating direction method of multipliers, splitting method. AB -

The alternating direction method of multipliers is applied to three-block separable quadratic programming problems whose objective function is the sum of three functions without coupled variables. Necessary and sufficient conditions for the unique solvability of this problem are established. The convergence of the method is considered from the viewpoints of matrix computation and numerical optimisation.

Yifen Ke, Changfeng Ma and Huai Zhang. (2018). Convergence of ADMM for Three-Block Separable Quadratic Programming Problems with Linear Constraints. East Asian Journal on Applied Mathematics. 8 (3). 498-509. doi:10.4208/eajam.240817.010318
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