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arXiv · 2201.07657

Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints

Le Thi Khanh Hien·Dimitri Papadimitriou
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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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Le Thi Khanh Hien, Dimitri Papadimitriou. 2022-01-19. Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints. https://arxiv.org/abs/2201.07657

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