Jinshan Zeng

Global Convergence of ADMM in Nonconvex Nonsmooth Optimization

  • Yu Wang
  • Wotao Yin
  • Jinshan Zeng
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , ,

    In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_1,\ldots,x_p,y)$, subject to linear equality constraints that couple $x_1,\ldots,x_p,y$, where $p\ge 1$ is an integer. Our ADMM sequentially updates the primal variables in the order $x_1,\ldots,x_p,y$, followed by updating the dual … Read more

    ExtraPush for Convex Smooth Decentralized Optimization over Directed Networks

  • Wotao Yin
  • Jinshan Zeng
    • Categories Network Optimization, Nonlinear Optimization Tags , , , ,

    In this note, we extend the existing algorithms Extra and subgradient-push to a new algorithm ExtraPush for convex consensus optimization over a directed network. When the network is stationary, we propose a simplified algorithm called Normalized ExtraPush. These algorithms use a fixed step size like in Extra and accept the column-stochastic mixing matrices like in … Read more