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In this paper, we propose an alternating direction method of multipliers (ADMM)-based optimization algorithm to achieve better undersampling rate for multiple measurement vector (MMV) problem. The core is to introduce the $\ell_{2,0}$-norm…

Information Theory · Computer Science 2023-10-25 Zekun Liu , Siwei Yu

From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse…

Optimization and Control · Mathematics 2023-11-23 Zisheng Liu , Ting Zhang

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

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

This paper proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…

Optimization and Control · Mathematics 2021-06-14 Kaizhao Sun , Xu Andy Sun

The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…

Machine Learning · Statistics 2014-06-10 Peilin Zhao , Jinwei Yang , Tong Zhang , Ping Li

In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…

Optimization and Control · Mathematics 2018-07-30 Sebastian East , Mark Cannon

Low-rank tensor sensing is a fundamental problem with broad applications in signal processing and machine learning. Among various tensor models, low-Tucker-rank tensors are particularly attractive for capturing multi-mode subspace…

Machine Learning · Computer Science 2026-01-21 Shuang Li

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…

Machine Learning · Computer Science 2016-04-05 Changkyu Song , Sejong Yoon , Vladimir Pavlovic

Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…

Information Theory · Computer Science 2013-02-12 Yangyang Xu

To facilitate efficient embedded and hardware implementations of deep neural networks (DNNs), two important categories of DNN model compression techniques: weight pruning and weight quantization are investigated. The former leverages the…

Machine Learning · Computer Science 2019-01-03 Ao Ren , Tianyun Zhang , Shaokai Ye , Jiayu Li , Wenyao Xu , Xuehai Qian , Xue Lin , Yanzhi Wang

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

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

Tensor processing is the cornerstone of modern technological advancements, powering critical applications in data analytics and artificial intelligence. While optical computing offers exceptional advantages in bandwidth, parallelism, and…

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

Optimization and Control · Mathematics 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…

Optimization and Control · Mathematics 2018-04-09 Joachim Giesen , Sören Laue

We introduce a general tensor model suitable for data analytic tasks for {\em heterogeneous} datasets, wherein there are joint low-rank structures within groups of observations, but also discriminative structures across different groups. To…

Machine Learning · Statistics 2022-10-04 Davoud Ataee Tarzanagh , George Michailidis

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

Optimization and Control · Mathematics 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for…

Optimization and Control · Mathematics 2015-05-29 Artiom Kovnatsky , Klaus Glashoff , Michael M. Bronstein

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
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