Related papers: Continuous Relaxation of MAP Inference: A Nonconve…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…
We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…
This paper presents computationally feasible rank-one relaxation algorithms for the efficient simulation of a time-incremental damage model with nonconvex incremental stress potentials in multiple spatial dimensions. While the standard…
This paper explores the distance-based relative state estimation problem in large-scale systems, which is hard to solve effectively due to its high-dimensionality and non-convexity. In this paper, we alleviate this inherent hardness to…
This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…
The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved non convex…
The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…
Two adaptive relaxation strategies are proposed for Anderson acceleration. They are specifically designed for applications in which mappings converge to a fixed point. Their superiority over alternative Anderson acceleration is demonstrated…
This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for convex optimization. The analysis is based on a new inexact…
The alternating-current optimal power flow (ACOPF) is one of the best known non-convex non-linear optimisation problems. We present a novel re-formulation of ACOPF, which is based on lifting the rectangular power-voltage rank-constrained…
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…
We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean spaces. Of special interest are the Method of Alternating Projections (MAP) and the Douglas-Rachford or Averaged Alternating Reflection Algorithm…
Purpose The proposed reconstruction framework addresses the reconstruction accuracy, noise propagation and computation time for Magnetic Resonance Fingerprinting (MRF). Methods Based on a singular value decomposition (SVD) of the signal…
Following the great success of Machine Learning (ML), especially Deep Neural Networks (DNNs), in many research domains in 2010s, several ML-based approaches were proposed for detection in large inverse linear problems, e.g., massive MIMO…
Magnetic Resonance Imaging (MRI) is a noninvasive imaging technique that provides exquisite soft-tissue contrast without using ionizing radiation. The clinical application of MRI may be limited by long data acquisition times; therefore, MR…
In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…
Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…
LP relaxation-based message passing algorithms provide an effective tool for MAP inference over Probabilistic Graphical Models. However, different LP relaxations often have different objective functions and variables of differing…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…