Related papers: A Unified Alternating Direction Method of Multipli…
This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…
Alternating direction method of multipliers (ADMM) is a powerful first order methods for various applications in signal processing and imaging. However, there is no clear result on the weak convergence of ADMM with relaxation studied by…
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 $N$…
The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…
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…
The alternating direction method of multipliers (ADMM) has recently sparked interest as a flexible and efficient optimization tool for imaging inverse problems, namely deconvolution and reconstruction under non-smooth convex regularization.…
Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…
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…
We consider constraint-coupled optimization problems in which agents of a network aim to cooperatively minimize the sum of local objective functions subject to individual constraints and a common linear coupling constraint. We propose a…
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…
In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…
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,…
We consider minimax (saddle-point) problems of the form max_{c \in C} min_{\beta \in S} g(c; \beta), where C and S are compact convex sets, and g is concave-convex. Applying the Alternating Direction Method of Multipliers (ADMM) requires…
The proximal generalized alternating direction method of multipliers (p-GADMM) is substantially efficient for solving convex composite programming problems of high-dimensional to moderate accuracy. The global convergence of this method was…
In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization models with quadratic coupling terms. The novel convergence…
The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…
The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…
This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…
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…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…