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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

The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…

Machine Learning · Statistics 2014-06-10 Peilin Zhao , Jinwei Yang , Tong Zhang , Ping Li

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-24 Yu Yang , Xiaohong Guan , Qing-Shan Jia , Liang Yu , Bolun Xu , Costas J. Spanos

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

Optimization and Control · Mathematics 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

The alternating direction method of multipliers (ADMM) proposed by Glowinski and Marrocco is a benchmark algorithm for two-block separable convex optimization problems with linear equality constraints. It has been modified, specified, and…

Optimization and Control · Mathematics 2021-07-15 Bingsheng He , Shengjie Xu , Xiaoming Yuan

We present a systematic weight pruning framework of deep neural networks (DNNs) using the alternating direction method of multipliers (ADMM). We first formulate the weight pruning problem of DNNs as a constrained nonconvex optimization…

Machine Learning · Computer Science 2018-04-24 Tianyun Zhang , Shaokai Ye , Yipeng Zhang , Yanzhi Wang , Makan Fardad

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

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

Optimization and Control · Mathematics 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman…

Optimization and Control · Mathematics 2014-07-09 Huahua Wang , Arindam Banerjee

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

Optimization and Control · Mathematics 2014-09-15 Huahua Wang , Arindam Banerjee , Zhi-Quan Luo

In the fields of statistics, machine learning, image science, and related areas, there is an increasing demand for decentralized collection or storage of large-scale datasets, as well as distributed solution methods. To tackle this…

Optimization and Control · Mathematics 2024-01-17 Bowen Li , Bin Shi

Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for…

Optimization and Control · Mathematics 2015-05-29 Artiom Kovnatsky , Klaus Glashoff , Michael M. Bronstein

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

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…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…

Optimization and Control · Mathematics 2019-07-01 Yan Gu , Nobuo Yamashita

Weight pruning methods for deep neural networks (DNNs) have been investigated recently, but prior work in this area is mainly heuristic, iterative pruning, thereby lacking guarantees on the weight reduction ratio and convergence time. To…

Neural and Evolutionary Computing · Computer Science 2018-10-23 Tianyun Zhang , Shaokai Ye , Kaiqi Zhang , Jian Tang , Wujie Wen , Makan Fardad , Yanzhi Wang

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…

Optimization and Control · Mathematics 2022-08-19 Sedi Bartz , Rubén Campoy , Hung M. Phan

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

Optimization and Control · Mathematics 2018-05-31 Yu Wang , Wotao Yin , Jinshan Zeng

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