Nonconvex_ADMM_Demos
This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit, logistic regression, etc.. It serves as a start point for those who want to understand ADMM and examine its performance for nonconvex nonsmooth optimization.
The theoretical convergence issue are addressed in the paper from Yu Wang, Wotao Yin, and Jinshan Zeng, 2015 Dec.: http://arxiv.org/abs/1511.06324