A modified alternating direction method for convex minimization problems

被引：26

作者：

He, BS ^{[1
]}

Zhou, J ^{[1
]}

机构：

[1] Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 2000年 / 13卷 / 02期

关键词：

alternative direction; augmented Lagrangian method;

D O I：

10.1016/S0893-9659(99)00175-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The alternating direction method is an attractive approach for large problems. The convergence proof of the method is based on the exact solutions of the subproblems. Computing the solution of the subproblems exactly can be expensive if the number of unknowns is large. In this paper, for convex quadratic minimization problems, we propose a modified alternating direction method which can overcome the above mentioned disadvantage. (C) 2000 Elsevier Science Ltd. All rights reserved.

引用

页码：123 / 130

页数：8

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