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A proximal alternating direction method of multipliers for a minimization problem with nonconvex constraints

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Abstract

In this paper, a proximal alternating direction method of multipliers is proposed for solving a minimization problem with Lipschitz nonconvex constraints. Such problems are raised in many engineering fields, such as the analytical global placement of very large scale integrated circuit design. The proposed method is essentially a new application of the classical proximal alternating direction method of multipliers. We prove that, under some suitable conditions, any subsequence of the sequence generated by the proposed method globally converges to a Karush–Kuhn–Tucker point of the problem. We also present a practical implementation of the method using a certain self-adaptive rule of the proximal parameters. The proposed method is used as a global placement method in a placer of very large scale integrated circuit design. Preliminary numerical results indicate that, compared with some state-of-the-art global placement methods, the proposed method is applicable and efficient.

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Acknowledgments

The authors are very grateful to the editor and the anonymous reviewers for their constructive comments which play a crucial role on the final version of this paper.

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Correspondence to Zheng Peng.

Additional information

This work was supported by the Natural Science Foundation of China (61170308), Major Science Foundation of FuJian Province Department of Education (JA14037), and Talent Foundation of Fuzhou University (XRC-1043).

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Peng, Z., Chen, J. & Zhu, W. A proximal alternating direction method of multipliers for a minimization problem with nonconvex constraints. J Glob Optim 62, 711–728 (2015). https://doi.org/10.1007/s10898-015-0287-2

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  • DOI: https://doi.org/10.1007/s10898-015-0287-2

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