An Adaptive Proximal ADMM for Nonconvex Linearly Constrained Composite Programs
This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex, while the non-smooth component is convex and block-separable. The proposed method is adaptive to all problem parameters, including smoothness and weak convexity constants, … Read more