Convergence of direct three-block ADMM with identity constraints

Does direct three-block ADMM converge for strongly convex quadratic programs when the third constraint block is an identity slack block? General multi-block divergence alone does not settle this restricted case.

Why it matters and what counts as progress

Why it matters: Identity slack is common in reformulations, so its convergence behavior is a distinct boundary of the method.

What counts as progress: A convergence theorem or an exact bounded non-KKT periodic orbit under the identity-block hypotheses, with any attraction claim proved separately.

How the problem developed

  1. 2016 · Counterexample [1]

    Changhong Chen, Bingsheng He, Yinyu Ye and X. Yuan Showed that the direct extension of ADMM to multi-block convex minimization need not converge.

  2. 14 Aug 2026 · Counterexample [1]

    Kenan Xu and Xiangfeng Wang with AI assistance Gave an exact rational three-block counterexample with identity third constraint block and a bounded nonconvergent orbit of period 66.

AI contribution

AI-Assisted Discovery and Construction of a Counterexample to the Convergence of Three-Block ADMM with the Identity Matrix as its Third Constraint Block

Kenan Xu, Xiangfeng Wang

Xu and Wang exhibit a strongly convex rational quadratic program with A=B=I₂ and identity third block whose direct three-block ADMM has a bounded non-KKT orbit of minimal period 66. A separate Kimi search gives a locally attracting period-23 orbit in dimension three that can be converted to all-identity blocks.

AI involvementAI-centered
ImportanceNotable
Technical verificationFormal (exact computation)
Human understandingFull
Paper date:

Sources

  1. Xu and Wang, Counterexample to convergence of three-block ADMM with identity third block
  2. Xu and Wang, Identity-slack three-block ADMM counterexample
  3. Xu and Wang, Exact ADMM cycle certificates
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