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In this paper we consider the problem of minimizing composite objective functions consisting of a convex differentiable loss function plus a non-smooth regularization term, such as $L_1$ norm or nuclear norm, under R\'enyi differential…

Machine Learning · Computer Science 2019-09-26 Chen Chen , Jaewoo Lee

From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse…

Optimization and Control · Mathematics 2023-11-23 Zisheng Liu , Ting Zhang

In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara

We consider the problem of max-min beamforming (MMB) for cell-free massive multi-input multi-output (MIMO) systems, where the objective is to maximize the minimum achievable rate among all users. Existing MMB methods are mainly based on…

Signal Processing · Electrical Eng. & Systems 2025-07-28 Bin Wang , Jun Fang , Yue Xiao , Martin Haardt

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

Optimization and Control · Mathematics 2025-05-15 Xi Gao , Jinxin Xiong , Linxin Yang , Akang Wang , Weiwei Xu , Jiang Xue

We develop a new approach to robust adaptive beamforming in the presence of signal steering vector errors. Since the signal steering vector is known imprecisely, its presumed (prior) value is used to find a more accurate estimate of the…

Information Theory · Computer Science 2012-05-15 Arash Khabbazibasmenj , Sergiy A. Vorobyov , Aboulnasr Hassanien

Multi-block separable convex problems recently received considerable attention. This class of optimization problems minimizes a separable convex objective function with linear constraints. The algorithmic challenges come from the fact that…

Optimization and Control · Mathematics 2016-08-18 Qia Li , Yuesheng Xu , Na Zhang

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

Optimization and Control · Mathematics 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

Machine Learning · Statistics 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

In hyperspectral images, some spectral bands suffer from low signal-to-noise ratio due to noisy acquisition and atmospheric effects, thus requiring robust techniques for the unmixing problem. This paper presents a robust supervised spectral…

Machine Learning · Statistics 2017-10-11 Fei Zhu , Abderrahim Halimi , Paul Honeine , Badong Chen , Nanning Zheng

Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…

Optimization and Control · Mathematics 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

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

The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

In this paper, we propose a novel trajectory optimization algorithm for mobile manipulators under end-effector path, collision avoidance and various kinematic constraints. Our key contribution lies in showing how this highly non-linear and…

Robotics · Computer Science 2019-04-23 Arun Kumar Singh , Andrei Ahonen , Reza Ghabcheloo , Andreas Muller

This work demonstrates a hardware-efficient support vector machine (SVM) training algorithm via the alternative direction method of multipliers (ADMM) optimizer. Low-rank approximation is exploited to reduce the dimension of the kernel…

Signal Processing · Electrical Eng. & Systems 2019-07-24 Shuo-An Huang , Chia-Hsiang Yang

Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…

Optimization and Control · Mathematics 2020-03-10 Xiang Zhou , Huizhuo Yuan , Chris Junchi Li , Qingyun Sun

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

In this paper, we propose an alternating direction method of multipliers (ADMM)-based optimization algorithm to achieve better undersampling rate for multiple measurement vector (MMV) problem. The core is to introduce the $\ell_{2,0}$-norm…

Information Theory · Computer Science 2023-10-25 Zekun Liu , Siwei Yu
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