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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…
The unscented Kalman filter is an algorithm capable of handling nonlinear scenarios. Uncertainty in process noise covariance may decrease the filter estimation performance or even lead to its divergence. Therefore, it is important to adjust…
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…
Alternating Direction Method of Multipliers (ADMM) has recently been proposed as a potential alternative optimizer to the Stochastic Gradient Descent(SGD) for deep learning problems. This is because ADMM can solve gradient vanishing and…
Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…
The utilization of distributed arithmetic (DA) in AF algorithms has gained significant attention in recent years due to its potential to enhance computational efficiency and reduce resource requirements. This paper presents an exploration…
In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…
Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…
In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers.…
We present a systematic weight pruning framework of deep neural networks (DNNs) using the alternating direction method of multipliers (ADMM). We first formulate the weight pruning problem of DNNs as a constrained nonconvex optimization…
This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…
With the increasing use of nonlinear devices in both generation and consumption of power, it is essential that we develop accurate and quick control for active filters to suppress harmonics. Time delays between input and output are…
Trend filtering simplifies complex time series data by applying smoothness to filter out noise while emphasizing proximity to the original data. However, existing trend filtering methods fail to reflect abrupt changes in the trend due to…
Tensor factorization with hard and/or soft constraints has played an important role in signal processing and data analysis. However, existing algorithms for constrained tensor factorization have two drawbacks: (i) they require…
It is hard to train Recurrent Neural Network (RNN) with stable convergence and avoid gradient vanishing and exploding problems, as the weights in the recurrent unit are repeated from iteration to iteration. Moreover, RNN is sensitive to the…
We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…
By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…
Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…