广义乘子交替方向法求解线性约束不可分非凸优化问题的收敛性

Convergence of Generalized Alternating Direction Method of Multipliers for Nonseparable Nonconvex Objective with Linear Constraints

In this paper, we consider the convergence of the generalized alternating direction method of multipliers(GADMM) for solving linearly constrained nonconvex minimization model whose objective contains coupled functions. Under the assumption that the augmented Lagrangian function satisfies the Kurdyka-Lojasiewicz inequality, we prove that the sequence generated by the GADMM converges to a critical point of the augmented Lagrangian function when the penalty parameter in the augmented Lagrangian function is sufficiently large. Moreover, we also present some sufficient conditions guaranteeing the sublinear and linear rate of convergence of the algorithm.