2022/12/21 by Hien, Le Thi Khanh, Papadimitriou, Dimitri · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2212.11336
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.