Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints
Optimization and Control
2023-12-05 v3 Machine Learning
Abstract
This paper proposes a multiblock alternating direction method of multipliers for solving a class of multiblock nonsmooth nonconvex optimization problem with nonlinear coupling constraints. We employ a majorization minimization procedure in the update of each block of the primal variables. Subsequential and global convergence of the generated sequence to a critical point of the augmented Lagrangian are proved. We also establish iteration complexity and provide preliminary numerical results for the proposed algorithm.
Cite
@article{arxiv.2201.07657,
title = {Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints},
author = {Le Thi Khanh Hien and Dimitri Papadimitriou},
journal= {arXiv preprint arXiv:2201.07657},
year = {2023}
}