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 - <p style="text-align: justify;">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.</p>