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The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates

The Proximal Alternating Direction Method of Multipliers in the Nonconvex Setting: Convergence Analysis and Rates

We propose two numerical algorithms in the fully nonconvex setting for the minimization of the sum of a smooth function and the composition of a nonsmooth function with a linear operator. The iterative schemes are formulated in the spirit of the proximal alternating direction method of multipliers and its linearized …