Global Convergence of ADMM in Nonconvex Nonsmooth Optimization
نویسندگان
چکیده
منابع مشابه
Global Convergence of ADMM in Nonconvex Nonsmooth Optimization
In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, φ(x0, . . . , xp, y), subject to coupled linear equality constraints. Our ADMM updates each of the primal variables x0, . . . , xp, y, followed by updating the dual variable. We separate the variable y from xi’s as it has a spe...
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ژورنال
عنوان ژورنال: Journal of Scientific Computing
سال: 2018
ISSN: 0885-7474,1573-7691
DOI: 10.1007/s10915-018-0757-z