Sep 2026
A Gauss–Seidel Type Inertial Proximal Stochastic Alternating Direction Method of Multipliers for Nonconvex Finite Sum Optimization
This paper establishes that every bounded sequence generated by Gi-PSADMM with the variance-reduced stochastic gradient estimator converges globally to a critical point in expectation and derives the convergence rate of Gi-PSADMM that depends on the KL exponent.
Jia Hu, Shi-Chen Liao, Cong-Ying Han et al.
· Applied Mathematics and Opti... · 0 citations