  We analyze the convergence properties of the consensus-alternating direction
method of multipliers (ADMM) for solving general quadratically constrained
quadratic programs. We prove that the augmented Lagrangian function value is
monotonically non-increasing as long as the augmented Lagrangian parameter is
chosen to be sufficiently large. Simulation results show that the augmented
Lagrangian function is bounded from below when the matrix in the quadratic term
of the objective function is positive definite. In such a case, the
consensus-ADMM is convergent.
