





























Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its broad applications in nonconvex optimization, for a great number of nonconvex and nonsmooth objective functions, its theoretical convergence guarantee is still an open problem. In this paper, we propose a two-block linearized ADMM and a multi-block parallel linearized ADMM for problems with nonconvex and nonsmooth objectives. Mathematically, we present that the algorithms can converge for a broader class of objective functions under less strict assumptions compared with previous works. Furthermore, our proposed algorithm can update coupled variables in parallel and work for less restrictive nonconvex problems, where the traditional ADMM may have difficulties in solving subproblems.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。