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This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…

Optimization and Control · Mathematics 2023-12-08 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…

Optimization and Control · Mathematics 2023-01-25 Guilherme França , Daniel P. Robinson , René Vidal

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Hyperspectral analysis has gained popularity over recent years as a way to infer what materials are displayed on a picture whose pixels consist of a mixture of spectral signatures. Computing both signatures and mixture coefficients is known…

Optimization and Control · Mathematics 2017-06-29 Adrien Faivre , Clément Dombry

Distance metric learning is successful in discovering intrinsic relations in data. However, most algorithms are computationally demanding when the problem size becomes large. In this paper, we propose a discriminative metric learning…

Machine Learning · Computer Science 2019-05-15 Jun Li , Xun Lin , Xiaoguang Rui , Yong Rui , Dacheng Tao

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

In this paper, the new algorithm based on clustered multitask network is proposed to solve spectral unmixing problem in hyperspectral imagery. In the proposed algorithm, the clustered network is employed. Each pixel in the hyperspectral…

Computer Vision and Pattern Recognition · Computer Science 2019-05-21 Sara Khoshsokhan , Roozbeh Rajabi , Hadi Zayyani

We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic learning and control including Langevin sampling from an…

Optimization and Control · Mathematics 2022-02-21 Iman Nodozi , Abhishek Halder

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

Hyperspectral (HS) unmixing is the process of decomposing an HS image into material-specific spectra (endmembers) and their spatial distributions (abundance maps). Existing unmixing methods have two limitations with respect to noise…

Image and Video Processing · Electrical Eng. & Systems 2024-03-20 Kazuki Naganuma , Shunsuke Ono

In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…

Artificial Intelligence · Computer Science 2014-06-10 Hui Miao , Xiangyang Liu , Bert Huang , Lise Getoor

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

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

Mixed pixels are presented in hyperspectral images due to low spatial resolution of hyperspectral sensors. Spectral unmixing decomposes mixed pixels spectra into endmembers spectra and abundance fractions. In this paper using of robust…

Computer Vision and Pattern Recognition · Computer Science 2012-12-06 Roozbeh Rajabi , Hassan Ghassemian

In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…

Optimization and Control · Mathematics 2025-07-31 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

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…

Signal Processing · Electrical Eng. & Systems 2023-06-28 Ahmed Murtada , Ruizhi Hu , Bhavani Shankar Mysore Rama Rao , Udo Schroeder

Solving a large-scale system of linear equations is a key step at the heart of many algorithms in machine learning, scientific computing, and beyond. When the problem dimension is large, computational and/or memory constraints make it…

Machine Learning · Computer Science 2017-12-12 Navid Azizan-Ruhi , Farshad Lahouti , Salman Avestimehr , Babak Hassibi