An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866914687101173760 |
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| author | Hien, Le Thi Khanh Papadimitriou, Dimitri |
| author_facet | Hien, Le Thi Khanh Papadimitriou, Dimitri |
| contents | In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method, when compared with other alternating direction methods of multipliers for solving non-convex problems with nonlinear coupling constraints, include: (i) we apply the inertial technique to the update of primal variables and (ii) we apply a non-standard update rule for the multiplier by scaling the multiplier by a factor before moving along the ascent direction where a relaxation parameter is allowed. Subsequential convergence and global convergence are presented for the proposed algorithm. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2212_11336 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints Hien, Le Thi Khanh Papadimitriou, Dimitri Optimization and Control In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method, when compared with other alternating direction methods of multipliers for solving non-convex problems with nonlinear coupling constraints, include: (i) we apply the inertial technique to the update of primal variables and (ii) we apply a non-standard update rule for the multiplier by scaling the multiplier by a factor before moving along the ascent direction where a relaxation parameter is allowed. Subsequential convergence and global convergence are presented for the proposed algorithm. |
| title | An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2212.11336 |