Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem

The alternating direction method of multipliers (ADMM) is one of the most powerful and successful methods for solving various nonconvex consensus problem. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions has been stated for a long time. As an accelerated techni...

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Main Authors: Yang Liu, Yazheng Dang
Format: Article
Language:English
Published: Hindawi Limited 2023-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2023/4316267
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author Yang Liu
Yazheng Dang
author_facet Yang Liu
Yazheng Dang
author_sort Yang Liu
collection DOAJ
description The alternating direction method of multipliers (ADMM) is one of the most powerful and successful methods for solving various nonconvex consensus problem. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions has been stated for a long time. As an accelerated technique, the inertial effect was used by many authors to solve 2-block convex optimization problem. This paper combines the ADMM and the inertial effect to construct an inertial alternating direction method of multipliers (IADMM) to solve the multiblock nonconvex consensus problem and shows the convergence under some suitable conditions. Simulation experiment verifies the effectiveness and feasibility of the proposed method.
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spelling doaj.art-3d1924fa8a0a4b598ff160e25c68b3bb2023-04-05T00:00:04ZengHindawi LimitedJournal of Mathematics2314-47852023-01-01202310.1155/2023/4316267Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus ProblemYang Liu0Yazheng Dang1Department of Information Science and TechnologySchool of ManagementThe alternating direction method of multipliers (ADMM) is one of the most powerful and successful methods for solving various nonconvex consensus problem. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions has been stated for a long time. As an accelerated technique, the inertial effect was used by many authors to solve 2-block convex optimization problem. This paper combines the ADMM and the inertial effect to construct an inertial alternating direction method of multipliers (IADMM) to solve the multiblock nonconvex consensus problem and shows the convergence under some suitable conditions. Simulation experiment verifies the effectiveness and feasibility of the proposed method.http://dx.doi.org/10.1155/2023/4316267
spellingShingle Yang Liu
Yazheng Dang
Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem
Journal of Mathematics
title Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem
title_full Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem
title_fullStr Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem
title_full_unstemmed Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem
title_short Convergence Analysis of Multiblock Inertial ADMM for Nonconvex Consensus Problem
title_sort convergence analysis of multiblock inertial admm for nonconvex consensus problem
url http://dx.doi.org/10.1155/2023/4316267
work_keys_str_mv AT yangliu convergenceanalysisofmultiblockinertialadmmfornonconvexconsensusproblem
AT yazhengdang convergenceanalysisofmultiblockinertialadmmfornonconvexconsensusproblem