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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

In this paper, an alternating direction method of multipliers based novel distributed wide-area control architecture is proposed for damping the interarea oscillations. In this approach, first, an interconnected power system is divided into…

Systems and Control · Electrical Eng. & Systems 2019-07-16 Abilash Thakallapelli , Sukumar Kamalasadan

We analyze the performance of the alternating direction method of multipliers (ADMM) to track, in a decentralized manner, a solution of a stochastic sequence of optimization problems parametrized by a discrete time Markov process. The main…

Optimization and Control · Mathematics 2019-03-18 Marie Maros , Joakim Jalén

In this paper, we develop an efficient detector for massive multiple-input multiple-output (MIMO) communication systems via penalty-sharing alternating direction method of multipliers (PS-ADMM). Its main content are as follows: first, we…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Quan Zhang , Yongchao Wang

Many information systems employ lossy compression as a crucial intermediate stage among other processing components. While the important distortion is defined by the system's input and output signals, the compression usually ignores the…

Information Theory · Computer Science 2018-05-14 Yehuda Dar , Michael Elad , Alfred M. Bruckstein

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

We consider a class of integer-constrained optimization problems governed by partial differential equation (PDE) constraints and regularized via total variation (TV) in the context of topology optimization. The presence of discrete design…

Optimization and Control · Mathematics 2025-09-25 Harsh Choudhary , Sven Leyffer , Dominic Yang

The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the…

Optimization and Control · Mathematics 2016-11-17 Euhanna Ghadimi , André Teixeira , Iman Shames , Mikael Johansson

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

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…

Optimization and Control · Mathematics 2022-03-31 Shiru Li , Yong Xia , Tao Zhang

The advanced operation of future electricity distribution systems is likely to require significant observability of the different parameters of interest (e.g., demand, voltages, currents, etc.). Ensuring completeness of data is, therefore,…

Systems and Control · Computer Science 2017-08-07 Cristian Genes , Iñaki Esnaola , Samir. M. Perlaza , Luis F. Ochoa , Daniel Coca

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…

Systems and Control · Computer Science 2012-03-20 Mariette Annergren , Anders Hansson , Bo Wahlberg

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

In this paper, we develop a dual alternating direction method of multipliers (ADMM) for an image decomposition model. In this model, an image is divided into two meaningful components, i.e., a cartoon part and a texture part. The…

Image and Video Processing · Electrical Eng. & Systems 2024-12-20 Qingsong Wang , Chengjing Wang , Peipei Tang , Dunbiao Niu

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

We study several versions of the alternating direction method of multipliers (ADMM) for solving the convex problem of finding the distance between two ellipsoids and the nonconvex problem of finding the distance between the boundaries of…

Optimization and Control · Mathematics 2021-07-06 M. V. Dolgopolik

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

Optimization and Control · Mathematics 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

This paper considers the problem of recovering signals from compressed measurements contaminated with sparse outliers, which has arisen in many applications. In this paper, we propose a generative model neural network approach for…

Information Theory · Computer Science 2018-10-29 Jirong Yi , Anh Duc Le , Tianming Wang , Xiaodong Wu , Weiyu Xu
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