proximal admm

An Adaptive Proximal ADMM for Nonconvex Linearly Constrained Composite Programs

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

    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

    Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization

  • Raymond Chan
  • Caihua Chen
  • Shiqian Ma
  • Junfeng Yang
    • Categories Convex Optimization Tags , , , ,

    The \emph{alternating direction method of multipliers} (ADMM) is a popular and efficient first-order method that has recently found numerous applications, and the proximal ADMM is an important variant of it. The main contributions of this paper are the proposition and the analysis of a class of inertial proximal ADMMs, which unify the basic ideas of … Read more