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…