This paper introduces FADMM, the first Alternating Direction Method of Multipliers tailored for a class of structured fractional minimization problems.
FADMM decouples the original problem into linearized proximal subproblems, featuring two variants: FADMM-D and FADMM-Q.
The authors establish that FADMM converges to ε-approximate critical points of the problem within an oracle complexity of O(1/ε^3).
Experiments on synthetic and real-world datasets demonstrate the effectiveness of FADMM in various applications, including sparse Fisher discriminant analysis and robust sparse recovery.