No, Head of Household is a permissible filing status for certain married people who have lived apart for the last 6 months of the year. As long as you are "keeping up a home" for these children, you are not doing anything wrong.
You can also verify this with the IRS using their nifty tool below.
https://www.irs.gov/uac/what-is-my-filing-status
https://www.irs.gov/publications/p501/ar02.html#en_US_2016_publink1000220775
Considered unmarried for HOH: Your spouse didn't live in your home during the last 6 months of the tax year. Your spouse is considered to live in your home even if he or she is temporarily absent due to special circumstances.
