Block-Simultaneous Direction Method of Multipliers: A proximal primal-dual splitting algorithm for nonconvex problems with multiple constraints

30 Aug 2017 Fred Moolekamp Peter Melchior

We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may be nonconvex as long as it is convex in every argument, while the constraints $g_\circ$ need to be convex but not smooth... (read more)

PDF Abstract

Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper


METHOD TYPE
🤖 No Methods Found Help the community by adding them if they're not listed; e.g. Deep Residual Learning for Image Recognition uses ResNet