On the Convergence Analysis of the Alternating Direction Method of Multipliers with Three Blocks

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 multiplie...

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Bibliographic Details
Main Authors: Caihua Chen, Yuan Shen, Yanfei You
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/183961
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