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arxiv: 1705.07229 · v1 · pith:6TLIMNEQnew · submitted 2017-05-20 · 🧮 math.OC

Iteration-complexity of a Jacobi-type non-Euclidean ADMM for multi-block linearly constrained nonconvex programs

Jefferson G. Melo , Renato D. C. Monteiro This is my paper
classification 🧮 math.OC
keywords admmconstrainedlinearlymulti-blocknonconvexprogramsiteration-complexityjacobi-type
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This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant can be solved in parallel and hence the method has great potential to solve large scale multi-block linearly constrained nonconvex programs. Moreover, our analysis allows the Lagrange multiplier to be updated with a relaxation parameter in the interval (0, 2).

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