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The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…

Machine Learning · Statistics 2014-06-10 Peilin Zhao , Jinwei Yang , Tong Zhang , Ping Li

We present AUQ-ADMM, an adaptive uncertainty-weighted consensus ADMM method for solving large-scale convex optimization problems in a distributed manner. Our key contribution is a novel adaptive weighting scheme that empirically increases…

Optimization and Control · Mathematics 2022-04-20 Jianping Ye , Caleb Wan , Samy Wu Fung

In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…

Optimization and Control · Mathematics 2015-06-16 Wei Shi , Qing Ling , Kun Yuan , Gang Wu , Wotao Yin

We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…

Machine Learning · Computer Science 2025-04-01 Jintao Xu , Yifei Li , Wenxun Xing

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

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

Adaptive Demodulation (ADM) is a newly proposed rate-adaptive system which operates without requiring Channel State Information (CSI) at the transmitter (unlike adaptive modulation) by using adaptive decision region boundaries at the…

Information Theory · Computer Science 2016-11-17 J. David Brown , Jamshid Abouei , Konstantinos N. Plataniotis , Subbarayan Pasupathy

The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…

Optimization and Control · Mathematics 2015-02-10 Necdet Serhat Aybat , Garud Iyengar

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

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…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Fengmin Xu , Hongchao Zhang

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

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

Optimization and Control · Mathematics 2016-11-15 André Teixeira , Euhanna Ghadimi , Iman Shames , Henrik Sandberg , Mikael Johansson

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

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

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

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…

Optimization and Control · Mathematics 2013-04-26 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

Low-rank representation (LRR) is an effective method for subspace clustering and has found wide applications in computer vision and machine learning. The existing LRR solver is based on the alternating direction method (ADM). It suffers…

Optimization and Control · Mathematics 2011-09-05 Zhouchen Lin , Risheng Liu , Zhixun Su
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