The paper develops two variants of a distributed inexact SCA-ADMM algorithm and proves first-order convergence rate guarantees under mild assumptions for non-convex problems with robustness to errors and delays.
A convergence framework for inexact nonconvex and nonsmooth algorithms and its applications to several iterations
1 Pith paper cite this work. Polarity classification is still indexing.
abstract
In this paper, we consider the convergence of an abstract inexact nonconvex and nonsmooth algorithm. We promise a pseudo sufficient descent condition and a pseudo relative error condition, which are both related to an auxiliary sequence, for the algorithm; and a continuity condition is assumed to hold. In fact, a lot of classical inexact nonconvex and nonsmooth algorithms allow these three conditions. Under a special kind of summable assumption on the auxiliary sequence, we prove the sequence generated by the general algorithm converges to a critical point of the objective function if being assumed Kurdyka- Lojasiewicz property. The core of the proofs lies in building a new Lyapunov function, whose successive difference provides a bound for the successive difference of the points generated by the algorithm. And then, we apply our findings to several classical nonconvex iterative algorithms and derive the corresponding convergence results
fields
math.OC 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Distributed Inexact Successive Convex Approximation ADMM: Analysis-Part I
The paper develops two variants of a distributed inexact SCA-ADMM algorithm and proves first-order convergence rate guarantees under mild assumptions for non-convex problems with robustness to errors and delays.