Miao Zhang

An inexact ADMM for separable nonconvex and nonsmooth optimization

  • Jianchao Bai
  • Miao Zhang
  • Hongchao Zhang
    • Categories Nonsmooth Optimization, Quadratic Programming

    An Inexact Alternating Direction Method of Multiplies (I-ADMM) with an expansion linesearch step was developed for solving a family of separable minimization problems subject to linear constraints, where the objective function is the sum of a smooth but possibly nonconvex function and a possibly nonsmooth nonconvex function. Global convergence and linear convergence rate of the … Read more

    Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers

  • Jianchao Bai
  • Yuxue Ma
  • Hao Sun
  • Miao Zhang
    • Categories Convex Optimization, Global Optimization Theory

    In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first grouped subproblems, we develop a partial LQP-based Alternating Direction Method of Multipliers (ADMM-LQP). The dual variable is updated twice with relatively larger … Read more