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Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point systems of linear equations. We study an AL (SPAL) algorithm for…

Numerical Analysis · Mathematics 2024-04-24 N. Huang , Y. -H. Dai , D. Orban , M. A. Saunders

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

Image acquisition in many biomedical imaging modalities is corrupted by Poisson noise followed by additive Gaussian noise. While total variation and related regularization methods for solving biomedical inverse problems are known to yield…

Image and Video Processing · Electrical Eng. & Systems 2019-03-11 Manu Ghulyani , Muthuvel Arigovindan

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various composite problems. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions…

Optimization and Control · Mathematics 2015-05-13 Fenghui Wang , Wenfei Cao , Zongben Xu

Alternating direction method of multiplier (ADMM) is a widely used algorithm for solving constrained optimization problems in image restoration. Among many useful features, one critical feature of the ADMM algorithm is its modular structure…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Stanley H. Chan , Xiran Wang , Omar A. Elgendy

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

Machine Learning · Statistics 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

We propose an alternating direction method of multipliers (ADMM) to solve an optimization problem stemming from inverse lithography. The objective functional of the optimization problem includes three terms: the misfit between the imaging…

Numerical Analysis · Mathematics 2026-04-21 Junqing Chen , Haibo Liu

The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Fengmin Xu , Hongchao Zhang

In recent years, considerable attention has been devoted to the regularization models due to the presence of high-dimensional data in scientific research. Sparse support vector machine (SVM) are useful tools in high-dimensional data…

Computation · Statistics 2023-12-27 Jiawei Wen

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

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

Optimization and Control · Mathematics 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

Preserving contour topology during image segmentation is useful in many practical scenarios. By keeping the contours isomorphic, it is possible to prevent over-segmentation and under-segmentation, as well as to adhere to given topologies.…

Computer Vision and Pattern Recognition · Computer Science 2021-02-22 Huizhu Pan , Jintao Song , Wanquan Liu , Ling Li , Guanglu Zhou , Lu Tan , Shichu Chen

We study the convergence rate of Bregman gradient methods for convex optimization in the space of measures on a $d$-dimensional manifold. Under basic regularity assumptions, we show that the suboptimality gap at iteration $k$ is in…

Optimization and Control · Mathematics 2023-03-15 Lénaïc Chizat

Adaptive optics (AO) corrected ood imaging of the retina is a popular technique for studying the retinal structure and function in the living eye. However, the raw retinal images are usually of poor contrast and the interpretation of such…

Optimization and Control · Mathematics 2020-12-30 Xiaotong Chen , James L. Herring , James G. Nagy , Yuanzhe Xi , Bo Yu

We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…

Optimization and Control · Mathematics 2021-12-23 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…

Optimization and Control · Mathematics 2023-07-11 Yuxuan Zeng , Zhiguo Wang , Jianchao Bai , Xiaojing Shen

We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem…

Systems and Control · Computer Science 2012-03-20 Mariette Annergren , Anders Hansson , Bo Wahlberg

In this paper, we propose the approximate Bregman proximal gradient algorithm (ABPG) for solving composite nonconvex optimization problems. ABPG employs a new distance that approximates the Bregman distance, making the subproblem of ABPG…

Optimization and Control · Mathematics 2024-11-25 Shota Takahashi , Akiko Takeda

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

Optimization and Control · Mathematics 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…

Machine Learning · Statistics 2018-06-26 Alex Tank , Emily B. Fox , Ali Shojaie
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