摘要
A unified convergence theory is derived for a class of stationary iterative methods for solving linear equality constrained quadratic programs or saddle point problems.This class is constructed from essentially all possible splittings of the submatrix residing in the(1,1)-block of the augmented saddle point matrix that would produce non-expansive iterations.The classic augmented Lagrangian method and alternating direction method of multipliers are two special members of this class.
基金
This paper is a polished version of the Rice University technical report CAAMTR10-24
which was a work supported in part by the National Natural Science Foundation(No.DMS-0811188)
Office of Navy Research(No.N00014-08-1-1101).
