Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex
Optimization Problems
Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex
Optimization Problems
We examine stability properties of primal-dual gradient flow dynamics for composite convex optimization problems with multiple, possibly nonsmooth, terms in the objective function under the generalized consensus constraint. The proposed dynamics are based on the proximal augmented Lagrangian and they provide a viable alternative to ADMM which faces significant challenges …