Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints

• URL: http://arxiv.org/abs/2201.07657v3
• Date: Sat, 2 Dec 2023 20:11:53 GMT
• Title: Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints
• Authors: Le Thi Khanh Hien, Dimitri Papadimitriou
• Abstract summary: We propose a method of multipliers for solving a class of multiblock nonsmooth alternating optimization problem with nonlinear constraints. We employ a major sequenceization procedure in update of each block of the primal variables.
• Score: 3.2815423235774634
• License: http://creativecommons.org/licenses/by/4.0/
• 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.

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