| Citation: | Lina Xia, Yujie Zhang, Hongwei Li. A SEQUENTIAL COMPLETE INERTIAL BREGMAN ADMM FOR MULTI-BLOCK NONCONVEX PROBLEMS[J]. Journal of Applied Analysis & Computation, 2026, 16(5): 2366-2391. doi: 10.11948/20250166 |
In this paper, a sequential complete inertial Bregman alternating direction method of multipliers (SCIB-ADMM) is proposed for multi-block nonconvex problems. The iterative method is established by utilizing the inertial strategy and Bregman distance to enhance its processing speed and efficiency. At each iteration, the SCIB-ADMM method utilizes two different relaxation factors and updates the Lagrange multiplier twice. The convergence of the SCIB-ADMM can be established under appropriate assumptions. Moreover, numerical experiments are presented on smoothly clipped absolute deviation (SCAD) and robust principal component analysis (PCA) problems to show the effectiveness of the SCIB-ADMM method.
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Effect of the parameter
Comparison of the four methods on SCAD. (a) Shows the constraint errors of the four methods. (b) Shows the objective function values of the four methods.
Comparison of the four methods on robust PCA. (a) Shows the noiseless case (