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The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…

Optimization and Control · Mathematics 2020-06-09 Michel Schubiger , Goran Banjac , John Lygeros

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

Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…

Optimization and Control · Mathematics 2021-03-02 Tianjian Huang , Prajwal Singhania , Maziar Sanjabi , Pabitra Mitra , Meisam Razaviyayn

This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…

Optimization and Control · Mathematics 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…

Optimization and Control · Mathematics 2024-02-08 Rina Foygel Barber , Emil Y. Sidky

This paper considers a class of structured fractional minimization problems. The numerator consists of a differentiable function, a simple nonconvex nonsmooth function, a concave nonsmooth function, and a convex nonsmooth function composed…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

Machine Learning · Statistics 2013-11-05 Taiji Suzuki

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

Optimization and Control · Mathematics 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Optimization and Control · Mathematics 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the…

Optimization and Control · Mathematics 2016-11-17 Euhanna Ghadimi , André Teixeira , Iman Shames , Mikael Johansson

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…

Optimization and Control · Mathematics 2017-01-09 Max L. N. Goncalves , Jefferson G. Melo , Renato D. C. Monteiro

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, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…

Optimization and Control · Mathematics 2026-03-13 Yutong Chao , Michal Ciebielski , Jalal Etesami , Majid Khadiv

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

Optimization and Control · Mathematics 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

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

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 alternating direction method of multipliers (ADMM) has recently sparked interest as a flexible and efficient optimization tool for imaging inverse problems, namely deconvolution and reconstruction under non-smooth convex regularization.…

Optimization and Control · Mathematics 2015-06-11 Mariana S. C. Almeida , Mário A. T. Figueiredo

In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…

Optimization and Control · Mathematics 2021-04-27 Wei Jiang , Andreas Grammenos , Evangelia Kalyvianaki , Themistoklis Charalambous
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