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arXiv · 1702.01850

Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems

Max L. N. Goncalves·Jefferson G. Melo·Renato D. C. Monteiro
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Abstract

This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimization problems. The variant of the proximal ADMM allows the inclusion of an over-relaxation stepsize parameter belonging to the interval $(0,2)$. To the best of our knowledge, all related papers in the literature only consider the case where the over-relaxation parameter lies in the interval $(0,(1+\sqrt{5})/2)$.

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Max L. N. Goncalves, Jefferson G. Melo, Renato D. C. Monteiro. 2017-02-07. Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems. https://arxiv.org/abs/1702.01850

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