Related papers: Splitting Methods for Convex Bi-Clustering and Co-…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
Many popular first order algorithms for convex optimization, such as forward-backward splitting, Douglas-Rachford splitting, and the alternating direction method of multipliers (ADMM), can be formulated as averaged iteration of a…
Distributed cooperative localization in wireless networks is a challenging problem since it typically requires solving a large-scale nonconvex and nonsmooth optimization problem. In this paper, we reformulate the classic cooperative…
This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…
Block-structured problems are central to advances in numerical optimization and machine learning. This paper provides the formalization of convergence analysis for two pivotal algorithms in such settings: the block coordinate descent (BCD)…
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,…
We propose a simple and efficient clustering method for high-dimensional data with a large number of clusters. Our algorithm achieves high-performance by evaluating distances of datapoints with a subset of the cluster centres. Our…
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…
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…
The Douglas-Rachford splitting method is a classical and widely used algorithm for solving monotone inclusions involving the sum of two maximally monotone operators. It was recently shown to be the unique frugal, no-lifting…
Convex clustering is a convex relaxation of the $k$-means and hierarchical clustering. It involves solving a convex optimization problem with the objective function being a squared error loss plus a fusion penalty that encourages the…
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…
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…
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
Clustering aims to group similar objects together while separating dissimilar ones apart. Thereafter, structures hidden in data can be identified to help understand data in an unsupervised manner. Traditional clustering methods such as…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
We present in this paper two different classes of general $K$-splitting algorithms for solving finite-dimensional convex optimization problems. Under the assumption that the function being minimized has a Lipschitz continuous gradient, we…
Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…
Biclustering is used for simultaneous clustering of the observations and variables when there is no group structure known \textit{a priori}. It is being increasingly used in bioinformatics, text analytics, etc. Previously, biclustering has…
An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modelling or block-clustering. The model is the stochastic blockmodel…