A Block-Alternating Iterative Approach for a Class of Non-Convex Optimization Problems

Fuente: arXiv
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Autori principali: Li, Anran, Swensen, John P., Hosseinzadeh, Mehdi
Natura: Preprint
Pubblicazione: 2026
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author Li, Anran
Swensen, John P.
Hosseinzadeh, Mehdi
author_facet Li, Anran
Swensen, John P.
Hosseinzadeh, Mehdi
contents Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs. To address this challenge, this paper proposes a novel block-alternating iterative method that decomposes the original problem into variable-specific subproblems, which are solved iteratively. Under the assumption that the problem is convex with respect to each decision variable, the proposed approach reformulates the original problem into a sequence of convex subproblems. Theoretical results are established regarding the convergence and optimality of the method. In addition, a numerical example and a real-world control engineering application are presented to demonstrate its effectiveness. Finally, this paper introduces a ready-to-use Python platform that implements the proposed method, together with existing algorithms, to facilitate comparison and adoption.
format Preprint
id arxiv_https___arxiv_org_abs_2601_17128
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A Block-Alternating Iterative Approach for a Class of Non-Convex Optimization Problems
Li, Anran
Swensen, John P.
Hosseinzadeh, Mehdi
Optimization and Control
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs. To address this challenge, this paper proposes a novel block-alternating iterative method that decomposes the original problem into variable-specific subproblems, which are solved iteratively. Under the assumption that the problem is convex with respect to each decision variable, the proposed approach reformulates the original problem into a sequence of convex subproblems. Theoretical results are established regarding the convergence and optimality of the method. In addition, a numerical example and a real-world control engineering application are presented to demonstrate its effectiveness. Finally, this paper introduces a ready-to-use Python platform that implements the proposed method, together with existing algorithms, to facilitate comparison and adoption.
title A Block-Alternating Iterative Approach for a Class of Non-Convex Optimization Problems
topic Optimization and Control
url https://arxiv.org/abs/2601.17128