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In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

Optimization and Control · Mathematics 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

This paper studies the convergence of the adaptively iterative thresholding (AIT) algorithm for compressed sensing. We first introduce a generalized restricted isometry property (gRIP). Then we prove that the AIT algorithm converges to the…

Optimization and Control · Mathematics 2015-12-17 Yu Wang , Jinshan Zeng , Zhimin Peng , Xiangyu Chang , Zongben Xu

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

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

In recent years, the Deep Learning Alternating Minimization (DLAM), which is actually the alternating minimization applied to the penalty form of the deep neutral networks training, has been developed as an alternative algorithm to overcome…

Machine Learning · Computer Science 2021-02-02 Linbo Qiao , Tao Sun , Hengyue Pan , Dongsheng Li

Many information systems employ lossy compression as a crucial intermediate stage among other processing components. While the important distortion is defined by the system's input and output signals, the compression usually ignores the…

Information Theory · Computer Science 2018-05-14 Yehuda Dar , Michael Elad , Alfred M. Bruckstein

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

Optimization and Control · Mathematics 2026-02-27 Zhengjie Xiong , Yangyang Xu

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

Consider a set of networked agents endowed with private cost functions and seeking to find a consensus on the minimizer of the aggregate cost. A new class of random asynchronous distributed optimization methods is introduced. The methods…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-03-13 Franck Iutzeler , Pascal Bianchi , Philippe Ciblat , Walid Hachem

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang

Many popular first order algorithms for convex optimization, such as forward-backward splitting, Douglas-Rachford splitting, and the alternating direction method of multipliers (ADMM), can be formulated as averaged iteration of a…

Optimization and Control · Mathematics 2016-06-28 Pontus Giselsson , Mattias Fält , Stephen Boyd

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Optimization and Control · Mathematics 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

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

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

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

Iterative hard thresholding (IHT) and compressive sampling matching pursuit (CoSaMP) are two types of mainstream compressed sensing algorithms using hard thresholding operators for signal recovery and approximation. The guaranteed…

Signal Processing · Electrical Eng. & Systems 2020-09-23 Yun-Bin Zhao , Zhi-Quan Luo

We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Shreesal Shrestha , Getuar Rexhepi , Kuranage Roche Rayan Ranasinghe , Hyeon Seok Rou , Giuseppe Thadeu Freitas de Abreu

Applications of compressed sensing motivate the possibility of using different operators to encode and decode a signal of interest. Since it is clear that the operators cannot be too different, we can view the discrepancy between the two…

Numerical Analysis · Mathematics 2010-04-02 Matthew A. Herman , Deanna Needell

This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

Robotics · Computer Science 2021-03-23 Viet-Anh Le , Linh Nguyen , Truong X. Nghiem