2019
DOI: 10.1137/18m1190689
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A Proximal Minimization Algorithm for Structured Nonconvex and Nonsmooth Problems

Abstract: We propose a proximal algorithm for minimizing objective functions consisting of three summands: the composition of a nonsmooth function with a linear operator, another nonsmooth function, each of the nonsmooth summands depending on an independent block variable, and a smooth function which couples the two block variables. The algorithm is a full splitting method, which means that the nonsmooth functions are processed via their proximal operators, the smooth function via gradient steps, and the linear operator… Show more

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Cited by 28 publications
(5 citation statements)
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“…There is in fact a large number of nonconvex ADMM algorithms that work with nonsmooth, nonconvex composite h(K • ). For example, (Bot et al 2019) considered the following problem model…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…There is in fact a large number of nonconvex ADMM algorithms that work with nonsmooth, nonconvex composite h(K • ). For example, (Bot et al 2019) considered the following problem model…”
Section: Discussionmentioning
confidence: 99%
“…A full-splitting, ADMM algorithm was proposed in (Bot et al 2019), exploiting the proximal mapping of g, h, and the linear operator K, and the gradient ∇f (x, y), separately. The convergence of the proposed algorithm requires that K is full row rank (surjective), a common assumption shared by other ADMM algorithms for dealing with nonsmooth composite functions, see e.g., Pong 2015, Sun et al 2019).…”
Section: Discussionmentioning
confidence: 99%
“…Definition 2.5. (see [34,38], KL property) Let f : R n → R ∪ {+∞} be a proper lower semicontinuous function. If there exist η ∈ (0 , +∞], a neighborhood U of x * and a continuous concave function ϕ ∈ Φ η such that for all x…”
Section: Preliminariesmentioning
confidence: 99%
“…For non-convex separable objective functions with applications to consensus problem, the authors of [33] studied the properties of ADMM. Other related work can be found in for instance [38,51]. It should be noted that all these works are obtained for deterministic ADMM, i.e.…”
Section: Related Workmentioning
confidence: 99%