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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

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

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

In image processing, Total Variation (TV) regularization models are commonly used to recover blurred images. One of the most efficient and popular methods to solve the convex TV problem is the Alternating Direction Method of Multipliers…

Optimization and Control · Mathematics 2019-10-02 Tao Sun , Roberto Barrio , Marcos Rodriguez , Hao Jiang

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

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 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

The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence properties of the standard ADMM for minimizing the sum of $N$…

Optimization and Control · Mathematics 2015-07-10 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…

Robotics · Computer Science 2026-03-13 Lukas Pries , Jon Arrizabalaga , Zachary Manchester , Markus Ryll

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

The storage and computation requirements of Convolutional Neural Networks (CNNs) can be prohibitive for exploiting these models over low-power or embedded devices. This paper reduces the computational complexity of the CNNs by minimizing an…

Neural and Evolutionary Computing · Computer Science 2017-01-17 Farkhondeh Kiaee , Christian Gagné , Mahdieh Abbasi

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Optimization and Control · Mathematics 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…

Optimization and Control · Mathematics 2023-09-11 Qingyuan Liu , Zhengchao Huang , Hao Ye , Dexian Huang , Chao Shang

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

The alternating direction method of multipliers (ADMM) is a most widely used optimization scheme for solving linearly constrained separable convex optimization problems. The convergence of the ADMM can be guaranteed when the dual step…

Optimization and Control · Mathematics 2020-06-23 Guoyong Gu , Junfeng Yang

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

In the fields of statistics, machine learning, image science, and related areas, there is an increasing demand for decentralized collection or storage of large-scale datasets, as well as distributed solution methods. To tackle this…

Optimization and Control · Mathematics 2024-01-17 Bowen Li , Bin Shi

We consider a multi-block separable convex optimization problem with the linear constraints, where the objective function is the sum of m individual convex functions without overlapping variables. The linearized version of the generalized…

Optimization and Control · Mathematics 2022-04-19 He Jian , Zhang Bangzhong , Li Jinlin

We are presenting a modification of the well-known Alternating Direction Method of Multipliers (ADMM) algorithm with additional preconditioning that aims at solving convex optimisation problems with nonlinear operator constraints.…

Numerical Analysis · Mathematics 2020-02-13 Martin Benning , Florian Knoll , Carola-Bibiane Schönlieb , Tuomo Valkonen

The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the…

Optimization and Control · Mathematics 2016-11-17 Euhanna Ghadimi , André Teixeira , Iman Shames , Mikael Johansson
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