A modified alternating direction method for convex minimization problems

Authors
He, BS Zhou, J
Citation
Bs. He et J. Zhou, A modified alternating direction method for convex minimization problems, APPL MATH L, 13(2), 2000, pp. 123-130
Citations number
13
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS LETTERS
ISSN journal
08939659 → ACNP
Volume
13
Issue
2
Year of publication
2000
Pages
123 - 130
Database
ISI
SICI code
0893-9659(200002)13:2<123:AMADMF>2.0.ZU;2-7
Abstract
The alternating direction method is an attractive approach for large proble ms. The convergence proof of the method is based on the exact solutions of the subproblems. Computing the solution of the subproblems exactly can be e xpensive if the number of unknowns is large. In this paper, for convex quad ratic minimization problems, we propose a modified alternating direction me thod which can overcome the above mentioned disadvantage. (C) 2000 Elsevier Science Ltd. All rights reserved.