English
Related papers

Related papers: An Efficient ADMM Algorithm for Structural Break D…

200 papers

The alternating direction method of multipliers (ADMM) has found widespread use in solving separable convex optimization problems. In this paper, by employing Nesterov extrapolation technique, we propose two families of accelerated…

Optimization and Control · Mathematics 2024-05-13 X. He , N. J. Huang , Y. P. Fang

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.…

Machine Learning · Computer Science 2017-07-12 Yuanyuan Liu , Fanhua Shang , James Cheng

The alternating direction method of multipliers (ADMM) is a most widely used optimization scheme for solving linearly constrained separable convex optimization problems. The convergence of the ADMM can be guaranteed when the dual step…

Optimization and Control · Mathematics 2020-06-23 Guoyong Gu , Junfeng Yang

This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

Machine Learning · Computer Science 2024-06-27 Alireza Olama , Andreas Lundell , Jan Kronqvist , Elham Ahmadi , Eduardo Camponogara

The storage and computation requirements of Convolutional Neural Networks (CNNs) can be prohibitive for exploiting these models over low-power or embedded devices. This paper reduces the computational complexity of the CNNs by minimizing an…

Neural and Evolutionary Computing · Computer Science 2017-01-17 Farkhondeh Kiaee , Christian Gagné , Mahdieh Abbasi

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

Optimization and Control · Mathematics 2024-01-10 Renyuan Ni

We present an algorithm based on the alternating direction method of multipliers (ADMM) for solving nonlinear matrix decompositions (NMD). Given an input matrix $X \in \mathbb{R}^{m \times n}$ and a factorization rank $r \ll \min(m, n)$,…

Signal Processing · Electrical Eng. & Systems 2025-12-23 Atharva Awari , Nicolas Gillis , Arnaud Vandaele

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…

Optimization and Control · Mathematics 2023-07-11 Yuxuan Zeng , Zhiguo Wang , Jianchao Bai , Xiaojing Shen

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

Optimization and Control · Mathematics 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

We present a systematic weight pruning framework of deep neural networks (DNNs) using the alternating direction method of multipliers (ADMM). We first formulate the weight pruning problem of DNNs as a constrained nonconvex optimization…

Machine Learning · Computer Science 2018-04-24 Tianyun Zhang , Shaokai Ye , Yipeng Zhang , Yanzhi Wang , Makan Fardad

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

We propose a new nonparametric procedure for the detection and estimation of multiple structural breaks in the autocovariance function of a multivariate (second- order) piecewise stationary process, which also identifies the components of…

Statistics Theory · Mathematics 2013-09-06 Philip Preuß , Ruprecht Puchstein , Holger Dette

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

Graphics · Computer Science 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

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

Alternating Direction Method of Multipliers (ADMM) has recently been proposed as a potential alternative optimizer to the Stochastic Gradient Descent(SGD) for deep learning problems. This is because ADMM can solve gradient vanishing and…

Optimization and Control · Mathematics 2021-06-24 Junxiang Wang , Zheng Chai , Yue Cheng , Liang Zhao

Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…

Methodology · Statistics 2015-04-28 Yue Hu , Eric Chi , Genevera I. Allen

Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…

Optimization and Control · Mathematics 2019-07-31 Feihu Huang , Shangqian Gao , Songcan Chen , Heng Huang

In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Jiangtao Wang , Yongchao Wang