Recent Developments of Alternating Direction Method of Multipliers with Multi-Block Variables
主 题: Recent Developments of Alternating Direction Method of Multipliers with Multi-Block Variables
报告人: Prof. Shiqian Ma (The Chinese University of Hong Kong)
时 间: 2014-06-18 10:00-11:00
地 点: Room 78301 at #78 courtyard（主持人：文再文）
The alternating direction method of multipliers (ADMM) has been widely used for solving structured convex optimization problems. In particular, the ADMM can solve convex programs that minimize the sum of N convex functions with N-block variables linked by some linear constraints. While the convergence of the ADMM for N=2 was well established in the literature, it remained an open problem for a long time whether or not the ADMM for N>=3 is still convergent. In this talk, we discuss the recent developments on the convergence of multi-block ADMM for N>=3 and its variants.