Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics

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Convergence Analysis of Proximal Symmetric ADMM for Nonconvex Consensus Problem

ZHANG Jingwen1,   DANG Yazheng1,   NI Shihao1,   QIAO Junwei2   

  1. 1. Business School, University of Shanghai for Science & Technology, Shanghai 200093

    2. Shanghai Publishing and Printing College, Shanghai 200093
  • Received:2022-12-04 Accepted:2023-07-30 Online:2025-10-15 Published:2025-10-15
  • Contact: Y. Dang. E-mail address: jgdyz@163.com
  • Supported by:
    The Program for Professor of Special Appointment (Eastern Scholar) at Shanghai Institutions of Higher Learning (TP2022126).

Abstract:

The researches on the alternating direction method of multipliers (ADMM) for solving two-block optimization have been gradually perfect. However, the studies on ADMM for solving nonconvex multi-block optimization are relatively few. In this paper, we propose a symmetric proximal ADMM with relaxation stepsize parameter for nonconvex multi-block optimization. Under some suitable conditions, the global convergence of the algorithm is established. Subsequently, the strong convergence of the algorithm is established when the benefit function satisfies the Kurdyka-{\L}ojasiewicz (KL) property. Finally, numerical experiments verify the effectiveness of the proposed method.

Key words: nonconvex optimization, consensus problem, alternating direction method of multipliers, Kurdyka-{\L}ojasiewicz property, convergence

CLC Number: