An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints
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Publication:6507381
arXiv2212.11336MaRDI QIDQ6507381FDOQ6507381
Authors: Le Thi Khanh Hien, Dimitri Papadimitriou 
Abstract: In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with emph{nonlinear coupling constraints}. Distinctive features of our proposed method, when compared with other alternating direction methods of multipliers for solving non-convex problems with nonlinear coupling constraints, include: (i) we apply the inertial technique to the update of primal variables and (ii) we apply a non-standard update rule for the multiplier by scaling the multiplier by a factor before moving along the ascent direction where a relaxation parameter is allowed. Subsequential convergence and global convergence are presented for the proposed algorithm.
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