Stochastic Alternating Direction Method of Multipliers with Variance Reduction for Nonconvex Optimization

arXiv: Optimization and Control, 2016.

Cited by: 7|Bibtex|Views5
Other Links: academic.microsoft.com|arxiv.org

Abstract:

In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced variance stochastic gradients. Specifically, the first class called the nonconvex stochastic variance reduc...More

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