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

zbMath1484.65135arXiv1702.01850MaRDI QIDQ4963666

Jefferson G. Melo, Renato D. C. Monteiro, Max L. N. Gonçalves

Publication date: 19 February 2021

Full work available at URL: https://arxiv.org/abs/1702.01850

zbMATH Keywords

nonconvex programmingalternating direction method of multipliersfirst-order methodspointwise iteration-complexity

Mathematics Subject Classification ID

Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Decomposition methods (49M27)

Related Items (12)

An inertial proximal alternating direction method of multipliers for nonconvex optimization ⋮ Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function ⋮ Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization ⋮ Douglas-Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms ⋮ An inertial Bregman generalized alternating direction method of multipliers for nonconvex optimization ⋮ 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 ⋮ Misspecified nonconvex statistical optimization for sparse phase retrieval ⋮ Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming ⋮ Nonconvex TGV regularization model for multiplicative noise removal with spatially varying parameters ⋮ Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results ⋮ A hybrid Bregman alternating direction method of multipliers for the linearly constrained difference-of-convex problems

This page was built for publication: Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems