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Related papers: Adaptive Algorithm for Sparse Signal Recovery

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Fr\'echet regression has received considerable attention to model metric-space valued responses that are complex and non-Euclidean data, such as probability distributions and vectors on the unit sphere. However, existing Fr\'echet…

Methodology · Statistics 2025-04-08 Jiaying Weng , Kai Tan , Cheng Wang , Zhou Yu

In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…

Optimization and Control · Mathematics 2017-07-27 Feihu Huang , Songcan Chen , Zhaosong Lu

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…

Optimization and Control · Mathematics 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

This paper proposes SMADMM, a single-loop Stochastic Momentum Alternating Direction Method of Multipliers for solving a class of nonconvex and nonsmooth composite optimization problems. SMADMM achieves the optimal oracle complexity of…

Optimization and Control · Mathematics 2025-04-22 Kangkang Deng , Shuchang Zhang , Boyu Wang , Jiachen Jin , Juan Zhou , Hongxia Wang

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

Optimization and Control · Mathematics 2021-12-15 Andrew Butler , Roy Kwon

In this paper we propose a distributed implementation of the relaxed Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization of a separable convex cost function, whose terms are stored by a set of interacting agents,…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

Signal Processing · Electrical Eng. & Systems 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai

Stochastic alternating direction method of multipliers (ADMM), which visits only one sample or a mini-batch of samples each time, has recently been proved to achieve better performance than batch ADMM. However, most stochastic methods can…

Machine Learning · Computer Science 2015-07-21 Shen-Yi Zhao , Wu-Jun Li , Zhi-Hua Zhou

Sparse signal recovery has been a cornerstone of advancements in data processing and imaging. Recently, the squared ratio of $\ell_1$ to $\ell_2$ norms, $(\ell_1/\ell_2)^2$, has been introduced as a sparsity-prompting function, showing…

Optimization and Control · Mathematics 2025-11-11 Jianqing Jia , Ashley Prater-Bennette , Lixin Shen

We are presenting a modification of the well-known Alternating Direction Method of Multipliers (ADMM) algorithm with additional preconditioning that aims at solving convex optimisation problems with nonlinear operator constraints.…

Numerical Analysis · Mathematics 2020-02-13 Martin Benning , Florian Knoll , Carola-Bibiane Schönlieb , Tuomo Valkonen

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

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

In this paper, direction-of-arrival estimation using nested array is studied in the framework of sparse signal representation. With the vectorization operator, a new real-valued nonnegative sparse signal recovery model which has a wider…

Signal Processing · Electrical Eng. & Systems 2019-04-12 Yunmei Shi , Xing-Peng Mao , Chunlei Zhao , Yong-Tan Liu

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…

Optimization and Control · Mathematics 2023-12-22 Mengqi Hu , Yifei Lou , Bao Wang , Ming Yan , Xiu Yang , Qiang Ye

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Machine Learning · Computer Science 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione

A new sparse signal recovery algorithm for multiple-measurement vectors (MMV) problem is proposed in this paper. The sparse representation is iteratively drawn based on the idea of zero-point attracting projection (ZAP). In each iteration,…

Information Theory · Computer Science 2015-03-20 Yang You , Laming Chen , Yuantao Gu , Wei Feng , Hui Dai

This paper proposes a proximal variant of the alternating direction method of multipliers (ADMM) for distributed optimization. Although the current versions of ADMM algorithm provide promising numerical results in producing solutions that…

Optimization and Control · Mathematics 2023-09-01 Reza Mirzaeifard , Naveen K. D. Venkategowda , Alexander Jung , Stefan Werner

This paper considers the problem of recovering signals from compressed measurements contaminated with sparse outliers, which has arisen in many applications. In this paper, we propose a generative model neural network approach for…

Information Theory · Computer Science 2018-10-29 Jirong Yi , Anh Duc Le , Tianming Wang , Xiaodong Wu , Weiyu Xu

Fourier phase retrieval (FPR) is an inverse problem that recovers the signal from its Fourier magnitude measurement, it's ill-posed especially when the sampling rates are low. In this paper, an untrained generative prior is introduced to…

Signal Processing · Electrical Eng. & Systems 2022-10-25 Liyuan Ma , Hongxia Wang , Ningyi Leng , Ziyang Yuan