While the convergence of alternating direction method(ADM)for two sep-arable variables has been established for years,the validity of its direct generalizationto more than two blocks has been studying now.In this pape...While the convergence of alternating direction method(ADM)for two sep-arable variables has been established for years,the validity of its direct generalizationto more than two blocks has been studying now.In this paper,we propose an additionalrequirement on the constraints,i.e.,the pair-wise linear constraints and establish theconvergence of ADM for more than two blocks.Then we apply our approach to twokinds of optimization problems.We also show several numerical experiments to verifythe rationality of proposed algorithm.展开更多
文摘While the convergence of alternating direction method(ADM)for two sep-arable variables has been established for years,the validity of its direct generalizationto more than two blocks has been studying now.In this paper,we propose an additionalrequirement on the constraints,i.e.,the pair-wise linear constraints and establish theconvergence of ADM for more than two blocks.Then we apply our approach to twokinds of optimization problems.We also show several numerical experiments to verifythe rationality of proposed algorithm.
