nonseparable

An Adaptive Proximal ADMM for Nonconvex Linearly-Constrained Composite Programs

  • Leandro Farias Maia
  • David H. Gutman
  • Renato D.C. Monteiro
  • Gilson Silva
    • Categories Convex and Nonsmooth Optimization, Global Optimization Theory, Nonlinear Optimization Tags , , , ,

    This paper develops an adaptive Proximal Alternating Direction Method of Multipliers (P-ADMM) for solving linearly-constrained, weakly convex, composite optimization problems. This method is adaptive to all problem parameters, including smoothness and weak convexity constants. It is assumed that the smooth component of the objective is weakly convex and possibly nonseparable, while the non-smooth component is … Read more