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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…

Optimization and Control · Mathematics 2023-09-11 Qingyuan Liu , Zhengchao Huang , Hao Ye , Dexian Huang , Chao Shang

Inspired by the recent advances in deep learning (DL), this work presents a deep neural network aided decoding algorithm for binary linear codes. Based on the concept of deep unfolding, we design a decoding network by unfolding the…

Information Theory · Computer Science 2020-02-19 Yi Wei , Ming-Min Zhao , Min-Jian Zhao , Ming Lei

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…

Machine Learning · Computer Science 2022-06-28 Jingyuan Xia , Shengxi Li , Jun-Jie Huang , Imad Jaimoukha , Deniz Gunduz

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

Optimization and Control · Mathematics 2014-09-15 Huahua Wang , Arindam Banerjee , Zhi-Quan Luo

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

Optimization and Control · Mathematics 2020-03-24 Kresimir Mihic , Mingxi Zhu , Yinyu Ye

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…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

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

Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…

Optimization and Control · Mathematics 2020-05-05 Yongcun Song , Xiaoming Yuan , Hangrui Yue

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

We mainly analyze and solve the overfitting problem of deep image prior (DIP). Deep image prior can solve inverse problems such as super-resolution, inpainting and denoising. The main advantage of DIP over other deep learning approaches is…

Image and Video Processing · Electrical Eng. & Systems 2023-02-20 Zhaodong Sun , Thomas Sanchez , Fabian Latorre , Volkan Cevher

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

Optimization and Control · Mathematics 2018-05-31 Yu Wang , Wotao Yin , Jinshan Zeng

We propose a new method that uses deep learning techniques to solve the inverse problems. The inverse problem is cast in the form of learning an end-to-end mapping from observed data to the ground-truth. Inspired by the splitting strategy…

Computer Vision and Pattern Recognition · Computer Science 2017-12-04 Kai Fan , Qi Wei , Wenlin Wang , Amit Chakraborty , Katherine Heller

Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…

Optimization and Control · Mathematics 2021-03-02 Tianjian Huang , Prajwal Singhania , Maziar Sanjabi , Pabitra Mitra , Meisam Razaviyayn

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…

Optimization and Control · Mathematics 2019-07-01 Yan Gu , Nobuo Yamashita

We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It…

Machine Learning · Computer Science 2019-07-12 Samy Wu Fung , Sanna Tyrväinen , Lars Ruthotto , Eldad Haber

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

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…

Machine Learning · Computer Science 2016-04-05 Changkyu Song , Sejong Yoon , Vladimir Pavlovic

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

This paper develops a scalable new algorithm, called NysADMM, to minimize a smooth convex loss function with a convex regularizer. NysADMM accelerates the inexact Alternating Direction Method of Multipliers (ADMM) by constructing a…

Optimization and Control · Mathematics 2022-07-05 Shipu Zhao , Zachary Frangella , Madeleine Udell

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…

Optimization and Control · Mathematics 2020-09-15 Martina Cerulli , Marianna De Santis , Elisabeth Gaar , Angelika Wiegele