A modified alternating direction method for convex minimization problems Original Research Article

The alternating direction method is an attractive approach for large problems. The convergence proof of the method is based on the exact solutions of the subproblems. Computing the solution of the subproblems exactly can be expensive if the number of unknowns is large. In this paper, for convex quadratic minimization problems, we propose a modified alternating direction method which can overcome the above mentioned disadvantage.