
arXiv: 2411.11486
In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for large-scale problems compared to various augmented-Lagrangian-based parallel algorithms. Building upon this, we explore the extension of DDRSM to weakly convex cases. By assuming weak convexity of the objective function and introducing an error bound assumption, we demonstrate the linear convergence rate of DDRSM. Some promising numerical experiments involving compressed sensing and robust alignment of structures across images (RASL) show that DDRSM has advantages over augmented-Lagrangian-based algorithms, even in weakly convex scenarios.
Numerical optimization and variational techniques, error bound, Nonconvex programming, global optimization, distributed Douglas-Rachford splitting method, linear convergence rate, weakly convex, Nonlinear programming, parallel algorithm, Optimization and Control (math.OC), FOS: Mathematics, multi-block problems, Image processing (compression, reconstruction, etc.) in information and communication theory, 90C26, 90C30, 65K10, 94A08, Mathematics - Optimization and Control
Numerical optimization and variational techniques, error bound, Nonconvex programming, global optimization, distributed Douglas-Rachford splitting method, linear convergence rate, weakly convex, Nonlinear programming, parallel algorithm, Optimization and Control (math.OC), FOS: Mathematics, multi-block problems, Image processing (compression, reconstruction, etc.) in information and communication theory, 90C26, 90C30, 65K10, 94A08, Mathematics - Optimization and Control
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