Computational Optimization and Applications

, Volume 1, Issue 1, pp 93–111

Application of the alternating direction method of multipliers to separable convex programming problems

  • Masao Fukushima

DOI: 10.1007/BF00247655

Cite this article as:
Fukushima, M. Comput Optim Applic (1992) 1: 93. doi:10.1007/BF00247655


This paper presents a decomposition algorithm for solving convex programming problems with separable structure. The algorithm is obtained through application of the alternating direction method of multipliers to the dual of the convex programming problem to be solved. In particular, the algorithm reduces to the ordinary method of multipliers when the problem is regarded as nonseparable. Under the assumption that both primal and dual problems have at least one solution and the solution set of the primal problem is bounded, global convergence of the algorithm is established.


Convex programming separable problems decomposition alternating direction method of multipliers parallel algorithm 

Copyright information

© Kluwer Academic Publishers 1992

Authors and Affiliations

  • Masao Fukushima
    • 1
  1. 1.Department of Applied Mathematics and Physics, Faculty of EngineeringKyoto UniversityKyotoJapan

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