SPEAKER: Prof. Shiqian Ma, The Chinese University of Hong Kong

TIME: 10:00-11:00am, 2014-6-18

VENUE: Room 9 at Quan Zhai, BICMR

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.