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In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

Optimization and Control · Mathematics 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

Optimization and Control · Mathematics 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

We consider a class of Riemannian optimization problems where the objective is the sum of a smooth function and a nonsmooth function, considered in the ambient space. This class of problems finds important applications in machine learning…

Optimization and Control · Mathematics 2024-11-27 Jiaxiang Li , Shiqian Ma , Tejes Srivastava

Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…

Optimization and Control · Mathematics 2025-09-29 Lang Yu , Nanjing Huang

We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…

Machine Learning · Computer Science 2025-04-01 Jintao Xu , Yifei Li , Wenxun Xing

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

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…

Optimization and Control · Mathematics 2016-11-15 André Teixeira , Euhanna Ghadimi , Iman Shames , Henrik Sandberg , Mikael Johansson

In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…

Optimization and Control · Mathematics 2023-10-11 Qinian Jin

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 this paper, we investigate the design of statistically robust detectors for multi-input multi-output (MIMO) systems subject to imperfect channel state information (CSI). A robust maximum likelihood (ML) detection problem is formulated by…

Signal Processing · Electrical Eng. & Systems 2023-07-25 Yi Sun , Hong Shen , Wei Xu , Nan Hu , Chunming Zhao

We consider a problem that recovers a 2-D object and the underlying view angle distribution from its noisy projection tilt series taken at unknown view angles. Traditional approaches rely on the estimation of the view angles of the…

Signal Processing · Electrical Eng. & Systems 2019-05-27 Lingda Wang , Zhizhen Zhao

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we…

Numerical Analysis · Computer Science 2016-07-12 Canyi Lu , Jiashi Feng , Shuicheng Yan , Zhouchen Lin

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

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…

Optimization and Control · Mathematics 2021-12-15 Andrew Butler , Roy Kwon

This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…

Computation · Statistics 2019-05-14 Bin Liu

The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…

Numerical Analysis · Mathematics 2017-04-21 Sören Bartels , Marijo Milicevic

A method for quasistatic cohesive fracture is introduced that uses an alternating direction method of multipliers (ADMM) to implement an energy approach to cohesive fracture. The ADMM algorithm minimizes a non-smooth, non-convex potential…

Numerical Analysis · Mathematics 2022-02-15 James Petrie , M. Reza Hirmand , Katerina D. Papoulia

Large-scale multi-input multi-output (MIMO) code domain non-orthogonal multiple access (CD-NOMA) techniques are one of the potential candidates to address the next-generation wireless needs such as massive connectivity, and high…

Information Theory · Computer Science 2023-06-06 Vinjamoori Vikas , Kuntal Deka , Sanjeev Sharma , A. Rajesh