Speaker

Assistant Prof. Shiqian Ma，Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong      

　　Title

Recent Developments of Alternating Direction Method of Multipliers with Multi-Block Variables

　　Time

　　Venue

Z311

　　Abstract

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.

　　Affiliation