Related papers: Discrete-Continuous ADMM for Transductive Inferenc…
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…
In this paper, we study a nonconvex continuous relaxation of MAP inference in discrete Markov random fields (MRFs). We show that for arbitrary MRFs, this relaxation is tight, and a discrete stationary point of it can be easily reached by a…
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…
To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…
Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
In this paper, we present a novel approach to reconstruct a unique image of an observed scene with widely distributed radar sensors. The problem is posed as a constrained optimization problem in which the global image which represents the…
This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…
Scalable high-quality MAP inference in arbitrary-order Markov Random Fields (MRFs) remains challenging. Approximate message-passing methods are often efficient but can degrade on dense or high-order instances, while exact solvers such as…
This paper proposes a proximal variant of the alternating direction method of multipliers (ADMM) for distributed optimization. Although the current versions of ADMM algorithm provide promising numerical results in producing solutions that…
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…
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.…
We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions.…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…
We address the problem of minimizing a class of energy functions consisting of data and smoothness terms that commonly occur in machine learning, computer vision, and pattern recognition. While discrete optimization methods are able to give…
This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…
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…
As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…
Higher-order tensors are becoming prevalent in many scientific areas such as computer vision, social network analysis, data mining and neuroscience. Traditional tensor decomposition approaches face three major challenges: model selecting,…