Convergence Analysis of Alternating Direction Method of Multipliers for a Class of Separable Convex Programming
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 fun...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/680768 |