Caihua Chen, 南京大学

Title

On the Direct Extension of ADMM for Multi-Block Convex Minimization Problems

Abstract

In this talk, we consider the use of the extended ADMM for multi-block convex minimization problems. We present some sufficient conditions to ensure the convergence of the extended ADMM and give an example to demonstrate the divergence of the method. Possible convergent variants of the extended ADMM, including the ADMM with random permutation and the PADMM3c (by Yang, Sun and Toh), are also discussed.

Coauthors

Bingsheng He, Yinyu Ye and Xiaoming Yuan


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