The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates: Convergence analysis and rates

Authors: Radu Ioan Boţ, Dang-Khoa Nguyen

Source: Mathematics of Operations Research. 45:682-712

Subject Terms: 101016 Optimisation, NONSMOOTH, 0211 other engineering and technologies, Convergence rates, 02 engineering and technology, proximal splitting algorithms, convergence analysis, SPLITTING ALGORITHM, 47H05, 65K05, 90C26, Convergence analysis, Kurdyka-Lojasiewicz property, FOS: Mathematics, Mathematics - Numerical Analysis, Lojasiewicz exponent, Mathematics - Optimization and Control, Proximal splitting algorithms, SUM, alternating direction method of multipliers, Variable metric, Numerical Analysis (math.NA), Kurdyka-Łojasiewicz property, Łojasiewicz exponent, Alternating direction method of multipliers, nonconvex complexly structured optimization problems, variable metric, Optimization and Control (math.OC), convergence rates, MINIMIZATION, POINTS, 101016 Optimierung, Nonconvex complexly structured optimization problems

Access URL: http://arxiv.org/pdf/1801.01994
http://arxiv.org/abs/1801.01994
https://ucrisportal.univie.ac.at/de/publications/e526ce94-59b7-48e9-9406-221df3dcb56a
https://doi.org/10.1287/moor.2019.1008
https://pubsonline.informs.org/doi/10.1287/moor.2019.1008
https://dblp.uni-trier.de/db/journals/mor/mor45.html#BotN20
https://ideas.repec.org/a/inm/ormoor/v45y2020i2p682-712.html
http://ui.adsabs.harvard.edu/abs/2018arXiv180101994I/abstract