@Article{EAJAM-8-498, author = {}, 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} }