Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
Optimization and Control
2017-11-06 v2
Abstract
This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimization problems. The variant of the proximal ADMM allows the inclusion of an over-relaxation stepsize parameter belonging to the interval . To the best of our knowledge, all related papers in the literature only consider the case where the over-relaxation parameter lies in the interval .
Keywords
Cite
@article{arxiv.1702.01850,
title = {Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems},
author = {Max L. N. Goncalves and Jefferson G. Melo and Renato D. C. Monteiro},
journal= {arXiv preprint arXiv:1702.01850},
year = {2017}
}