We propose a general feasible method for nonsmooth, nonconvex constrained optimization problems. The algorithm is based on the (inexact) solution of a sequence of strongly convex optimization subproblems, followed by a step-size procedure. Key features of the scheme are: (i) it preserves feasibility of the iterates for nonconvex problems with nonconvex constraints, (ii) it can handle nonsmooth problems, and (iii) it naturally leads to parallel/distributed implementations. We illustrate the application of the method to an open problem in green communications whereby the energy consumption inMIMO multiuser interference networks is minimized, subject to nonconvex Quality-of-Service constraints.
2017, MATHEMATICAL PROGRAMMING, Pages 55-90 (volume: 164)
Feasible methods for nonconvex nonsmooth problems with applications in green communications (01a Articolo in rivista)
Facchinei Francisco, Lampariello Lorenzo, Scutari Gesualdo
Gruppo di ricerca: Continuous Optimization