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We expand the scope of the alternating direction method of multipliers (ADMM). Specifically, we show that ADMM, when employed to solve problems with multiaffine constraints that satisfy certain verifiable assumptions, converges to the set…

Optimization and Control · Mathematics 2019-10-24 Wenbo Gao , Donald Goldfarb , Frank E. Curtis

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

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Optimization and Control · Mathematics 2019-08-14 Xiaotong Chen , Xiaoliang Song , Zixuan Chen , Bo Yu

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…

Machine Learning · Computer Science 2018-04-24 Tianyun Zhang , Shaokai Ye , Yipeng Zhang , Yanzhi Wang , Makan Fardad

We present an algorithm based on the alternating direction method of multipliers (ADMM) for solving nonlinear matrix decompositions (NMD). Given an input matrix $X \in \mathbb{R}^{m \times n}$ and a factorization rank $r \ll \min(m, n)$,…

Signal Processing · Electrical Eng. & Systems 2025-12-23 Atharva Awari , Nicolas Gillis , Arnaud Vandaele

In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Jiangtao Wang , Yongchao Wang

The alternating direction method of multipliers (ADMM) has found widespread use in solving separable convex optimization problems. In this paper, by employing Nesterov extrapolation technique, we propose two families of accelerated…

Optimization and Control · Mathematics 2024-05-13 X. He , N. J. Huang , Y. P. Fang

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

Optimization and Control · Mathematics 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao

We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…

Optimization and Control · Mathematics 2018-05-29 Chuangchuang Sun , Yifan Sun , Ran Dai

The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to…

Optimization and Control · Mathematics 2020-06-29 Wenqing Ouyang , Yue Peng , Yuxin Yao , Juyong Zhang , Bailin Deng

Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…

Optimization and Control · Mathematics 2021-08-30 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Sunan Huang , Clarence W. de Silva , Tong Heng Lee

The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…

Numerical Analysis · Mathematics 2021-04-29 Luke Lozenski , Umberto Villa

This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…

Optimization and Control · Mathematics 2026-01-06 Yuan Zhou , Xinli Shi , Luyao Guo , Jinde Cao , Mahmoud Abdel-Aty

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang

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

We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It…

Machine Learning · Computer Science 2019-07-12 Samy Wu Fung , Sanna Tyrväinen , Lars Ruthotto , Eldad Haber

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

This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2023-12-20 Long Chen , Ruchi Guo , Jingrong Wei

We present a powerful and easy-to-implement iterative algorithm for solving large-scale optimization problems that involve $L_1$/total-variation (TV) regularization. The method is based on combining the Alternating Directions Method of…

Optimization and Control · Mathematics 2016-02-23 Musa Maharramov , Stewart A. Levin

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…

Optimization and Control · Mathematics 2020-09-15 Martina Cerulli , Marianna De Santis , Elisabeth Gaar , Angelika Wiegele
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