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用于带非线性耦合约束的分式规划的Bregman邻近线性化ADMM

A Bregman proximal linearized ADMM for fractional programming with nonlinear coupling constraints

Pengjie Liu, Jinhu Chen, Minh N. Dao, Hu Shao, Jinbao Jian

arXiv 2610.11961首次发表:更新:

发表机构

China University of Mining and Technology; RMIT University; Guangxi Minzu University(中国矿业大学; 皇家墨尔本理工大学; 广西民族大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文针对带非线性耦合约束的非凸分式规划问题,提出Bregman邻近线性化ADMM,证明其收敛性与收敛速率,数值实验验证了算法有效性。

AI 中文摘要

本文研究一类具有复合结构和非线性等式约束的非凸分式优化问题,将其重新构造为非分式极小极大问题并得到对应最优解。通过线性化增广拉格朗日中的非线性约束项,在交替方向乘子法(ADMM)中引入Bregman邻近线性化和取值于(0,2)的松弛因子,提出一种Bregman邻近线性化ADMM,可保证其序列收敛至提升型临界点。在Kurdyka-Łojasiewicz(KL)性质下建立了全序列的收敛性,进一步在Hölder型值邻近误差界条件或KL性质下推导了收敛速率,对应指数取值于[0,1);特别地,当指数在(0,1/2)时建立了超线性收敛,其余情况则对应有限、线性和次线性收敛。数值实验验证了所提算法的有效性。

英文摘要

This paper considers a nonconvex fractional optimization problem with composite structure and nonlinear equality constraints. We reformulate the problem as a non-fractional min-max problem with corresponding optimal solutions. By linearizing the nonlinear constraint terms in the augmented Lagrangian and incorporating Bregman proximal linearization and a relaxation factor in $(0, 2)$ into the alternating direction method of multipliers (ADMM), we develop a Bregman proximal linearized ADMM with guaranteed subsequential convergence to a lifted critical point. Convergence of the entire sequence is established under the Kurdyka--Łojasiewicz (KL) property. We further derive convergence rates under either a Hölderian value proximity error bound condition or the KL property, with the corresponding exponent in $[0, 1)$. In particular, we establish superlinear convergence for exponents in $(0, 1/2)$, together with finite, linear, and sublinear convergence in the remaining cases. Numerical experiments demonstrate the effectiveness of the proposed algorithm.

论文原文

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