Discoveries / algorithms-optimization

Convergence of Three-Block ADMM with Identity Third Block

After Chen-He-Ye-Yuan's counterexample to direct three-block ADMM, the subclass in which the third constraint block is the identity matrix remained unresolved: the literature contained neither a convergence proof nor a counterexample. Disproved: an explicit rational counterexample exists in which the first two blocks are strongly convex quadratics and direct three-block ADMM produces a bounded nonconvergent orbit of period 66, verified by exact checks along a piecewise-affine reduction path.