Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction

Abstract

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth, and non-Lipschitz optimization problem, we adapt the alternating direction method of multipliers (ADMM) with a general dual step-size to solve a reformulation that contains three blocks of variables and analyze its convergence. We show that for any dual step-size less than the golden ratio, there exists a computable threshold such that if the penalty parameter is chosen above such a threshold and the sequence thus generated by our ADMM is bounded, then the cluster point of the sequence gives a stationary point of the nonconvex optimization problem. We achieve this via a potential function specifically constructed for our ADMM. Moreover, we establish the global convergence of the whole sequence if, in addition, this special potential function is a Kurdyka--Łojasiewicz function. Furthermore, we present a simple st...