论文标题
具有非线性耦合约束的一类非凸复合优化的惯性ADMM
An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints
论文作者
论文摘要
在本文中，我们提出了乘数的惯性交替方向方法，用于解决\ emph {非线性耦合约束}的一类非凸多块优化问题。当与其他交替的方向方法相比，我们提出的方法的独特特征，用于求解非线性耦合约束的非凸问题，包括：（i）我们将惯性技术应用于原始变量的更新，并且（ii）我们将非标准更新规则应用于沿乘数乘坐乘数乘数乘数的乘数在上面的方向上缩放倍数，以使其在不断的方向上进行逐渐扩展。提出的算法提出了随后的收敛和全局收敛。
In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{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.
