Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming
From MaRDI portal
Publication:6136662
DOI10.1137/22m1503129arXiv2110.12502OpenAlexW4390747415MaRDI QIDQ6136662
Renato D. C. Monteiro, WeiWei Kong
Publication date: 17 January 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.12502
augmented Lagrangian functioniteration complexityproximal ADMMnonseparable nonconvex composite optimizationunder-relaxed update
Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Numerical optimization and variational techniques (65K10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Structured nonconvex and nonsmooth optimization: algorithms and iteration complexity analysis
- Global convergence of ADMM in nonconvex nonsmooth optimization
- An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems
- An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems
- An augmented Lagrangian decomposition method for block diagonal linear programming problems
- A family of projective splitting methods for the sum of two maximal monotone operators
- General Projective Splitting Methods for Sums of Maximal Monotone Operators
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Operator-Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control
- Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
- An inertial proximal alternating direction method of multipliers for nonconvex optimization
- A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization
- Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results
- Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs
- Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems
- An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems
