论文标题
非线性耦合约束的非平滑非凸优化的Multiblock ADMM
Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints
论文作者
论文摘要
本文提出了一种多块交替方向方法，用于求解与非线性耦合约束的一类多嵌段的非块非convex优化问题。我们在原始变量的每个块的更新中采用了多数化最小化过程。证明了生成的序列与增强拉格朗日临界点的随后和全局融合。我们还建立了迭代复杂性，并为所提出的算法提供了初步的数值结果。
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.
