Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex Optimization

Abstract The alternating direction method of multipliers is a powerful operator splitting technique for solving structured optimization problems. For convex optimization problems, it is well known that the algorithm generates iterates that converge to a solution, provided that it exis...

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Bibliographic Details
Main Authors: Banjac, Goran, Goulart, Paul, Stellato, Bartolomeo, Boyd, Stephen
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Springer US 2021
Online Access:https://hdl.handle.net/1721.1/131871