학술논문

An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints
Document Type
Original Paper
Source
Journal of Global Optimization: An International Journal Dealing with Theoretical and Computational Aspects of Seeking Global Optima and Their Applications in Science, Management and Engineering. :1-22
Subject
Alternating direction methods of multipliers
Nonlinear coupling constraints
Logistic matrix factorization
Multiblock nonconvex optimization
Majorization minimization
Language
English
ISSN
0925-5001
1573-2916
Abstract
In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with nonlinear coupling constraints. Distinctive features of our proposed method, when compared with other alternating direction methods of multipliers for solving non-convex problems with nonlinear coupling constraints, include: (i) we apply the inertial technique to the update of primal variables and (ii) we apply a non-standard update rule for the multiplier by scaling the multiplier by a factor before moving along the ascent direction where a relaxation parameter is allowed. Subsequential convergence and global convergence are presented for the proposed algorithm.