Related papers: Low-complexity implementation of convex optimizati…
A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…
In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…
The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…
In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…
Scanning transmission electron microscopy (STEM) has been extensively used for imaging complex materials down to atomic resolution. The most commonly employed STEM modality, annular dark-field imaging, produces easily-interpretable…
The classical problem of phase retrieval has found a wide array of applications in optics, imaging and signal processing. In this paper, we consider the phase retrieval problem in a one-bit setting, where the signals are sampled using…
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…
Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…
We introduce a generalized version of phase retrieval called multiplexed phase retrieval. We want to recover the phase of amplitude-only measurements from linear combinations of them. This corresponds to the case in which multiple…
Multichannel frequency estimation with incomplete data and miscellaneous noises arises in array signal processing, modal analysis, wireless communications, and so on. In this paper, we consider maximum-likelihood(-like) optimization methods…
In this paper, we propose two low-complexity peak to average power ratio(PAPR) reduction algorithms for orthogonal frequency division multiplexing(OFDM) signals. The main content is as follows: First, a non-convex optimization model is…
In sparse estimation, such as fused lasso and convex clustering, we apply either the proximal gradient method or the alternating direction method of multipliers (ADMM) to solve the problem. It takes time to include matrix division in the…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…
The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…
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…
This paper explores the benefit of using some of the machine learning techniques and Big data optimization tools in approximating maximum likelihood (ML) detection of Large Scale MIMO systems. First, large scale MIMO detection problem is…
Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems.…
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.…
Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…