Nonconvex generalization of Alternating Direction Method of Multipliers for nonlinear equality constrained problems

The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The difficulty of neADMM is to solve nonconvex subproblems. We p...

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Bibliographic Details
Main Authors: Junxiang Wang, Liang Zhao
Format: Article
Language:English
Published: Elsevier 2021-04-01
Series:Results in Control and Optimization
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666720721000035