Related papers: An Empirical Study of ADMM for Nonconvex Problems
In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…
In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…
In this paper we present a convex formulation of the Model Predictive Control (MPC) optimisation for energy management in hybrid electric vehicles, and an Alternating Direction Method of Multipliers (ADMM) algorithm for its solution. We…
We study the problem of minimizing the sum of a smooth function and a nonsmooth convex regularizer over a compact Riemannian submanifold embedded in Euclidean space. By introducing an auxiliary splitting variable, we propose an adaptive…
Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…
We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…
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…
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…
In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…
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…
In this paper, we discuss a family of robust, high-dimensional regression models for quantile and composite quantile regression, both with and without an adaptive lasso penalty for variable selection. We reformulate these quantile…
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…
Low-rank representation (LRR) is an effective method for subspace clustering and has found wide applications in computer vision and machine learning. The existing LRR solver is based on the alternating direction method (ADM). It suffers…
Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…
This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…
Community detection is an important problem in unsupervised learning. This paper proposes to solve a projection matrix approximation problem with an additional entrywise bounded constraint. Algorithmically, we introduce a new differentiable…
We propose a new method that uses deep learning techniques to accelerate the popular alternating direction method of multipliers (ADMM) solution for inverse problems. The ADMM updates consist of a proximity operator, a least squares…
The 0/1 D-optimality problem and the Maximum-Entropy Sampling problem are two well-known NP-hard discrete maximization problems in experimental design. Algorithms for exact optimization (of moderate-sized instances) are based on…
We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…