<p>In this paper, for the nonconvex nonseparable optimization with linear constraints, a symmetric regularized alternating direction method of multipliers (SRADMM) is proposed. Under this condition that the corresponding augmented Lagrangian function satisfies the Kurdyka–Łojasiewicz (KL) property, we show that the sequence generated by the proposed method converges to the stable point. Some numerical experiments are reported to show that the proposed method is feasible and effective.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A Symmetric Regularized ADMM for Nonconvex Nonseparable Optimization

  • Shi-Liang Wu,
  • Sha-Sha Fan,
  • Cui-Xia Li

摘要

In this paper, for the nonconvex nonseparable optimization with linear constraints, a symmetric regularized alternating direction method of multipliers (SRADMM) is proposed. Under this condition that the corresponding augmented Lagrangian function satisfies the Kurdyka–Łojasiewicz (KL) property, we show that the sequence generated by the proposed method converges to the stable point. Some numerical experiments are reported to show that the proposed method is feasible and effective.