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We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…

Optimization and Control · Mathematics 2013-03-27 Mingyi Hong , Zhi-Quan Luo

Convex-nonconvex (CNC) regularization is a novel paradigm that employs a nonconvex penalty function while maintaining the convexity of the entire objective function. It has been successfully applied to problems in signal processing,…

Optimization and Control · Mathematics 2025-02-21 Qiang Heng , Xiaoqian Liu , Eric C. Chi

Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often…

Methodology · Statistics 2014-09-09 Yuliya Marchetti , Qing Zhou

We address general-shaped clustering problems under very weak parametric assumptions with a two-step hybrid robust clustering algorithm based on trimmed k-means and hierarchical agglomeration. The algorithm has low computational complexity…

Methodology · Statistics 2022-01-19 Luca Insolia , Domenico Perrotta

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

Optimization and Control · Mathematics 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang

This paper aims to investigate the effectiveness of the recently proposed Boosted Difference of Convex functions Algorithm (BDCA) when applied to clustering with constraints and set clustering with constraints problems. This is the first…

Optimization and Control · Mathematics 2023-10-24 Tuyen Tran , Kate Figenschou , Phan Tu Vuong

We propose a new method for clustering based on the local minimization of the \gamma-divergence, which we call the spontaneous clustering. The greatest advantage of the proposed method is that it automatically detects the number of clusters…

Methodology · Statistics 2013-05-01 Akifumi Notsu , Osamu Komori , Shinto Eguchi

We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…

Optimization and Control · Mathematics 2025-02-21 Yujun Zhu , Jie Zhu , Hizba Arshad , Zhongming Wang , Ju Ming

The linearly constrained convex composite programming problems whose objective function contains two blocks with each block being the form of nonsmooth+smooth arises frequently in multiple fields of applications. If both of the smooth terms…

Optimization and Control · Mathematics 2021-11-25 Congying Qin , Yunhai Xiao , Peili Li

The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…

Optimization and Control · Mathematics 2021-02-02 Ming Yan , Wotao Yin

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione

We study constrained clustering, where constraints guide the clustering process. In existing works, two categories of constraints have been widely explored, namely pairwise and cardinality constraints. Pairwise constraints enforce the…

Machine Learning · Computer Science 2023-01-30 Adel Bibi , Ali Alqahtani , Bernard Ghanem

Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) can be used to solve convex optimization problems that consist of a sum of two functions. Convergence rate estimates for these algorithms have received…

Optimization and Control · Mathematics 2015-03-04 Pontus Giselsson

We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…

Optimization and Control · Mathematics 2015-03-13 Donald Goldfarb , Shiqian Ma

In this paper, the decades-old clustering method k-means is revisited. The original distortion minimization model of k-means is addressed by a pure stochastic minimization procedure. In each step of the iteration, one sample is tentatively…

Machine Learning · Computer Science 2020-05-20 Wan-Lei Zhao , Run-Qing Chen , Hui Ye , Chong-Wah Ngo

Non-convex constrained optimizations are ubiquitous in robotic applications such as multi-agent navigation, UAV trajectory optimization, and soft robot simulation. For this problem class, conventional optimizers suffer from small step sizes…

Optimization and Control · Mathematics 2025-10-08 Zherong Pan , Kui Wu

Consensus clustering aggregates partitions in order to find a better fit by reconciling clustering results from different sources/executions. In practice, there exist noise and outliers in clustering task, which, however, may significantly…

Machine Learning · Computer Science 2023-01-03 Deguang Kong , Miao Lu , Konstantin Shmakov , Jian Yang

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

Optimization and Control · Mathematics 2021-09-16 Sergey Guminov , Pavel Dvurechensky , Nazarii Tupitsa , Alexander Gasnikov
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