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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

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Optimization and Control · Mathematics 2018-01-19 Bo Jiang , Tianyi Lin , Shiqian Ma , Shuzhong Zhang

This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence…

Numerical Analysis · Mathematics 2015-04-01 Fabian Dunker , Jean-Pierre Florens , Thorsten Hohage , Jan Johannes , Enno Mammen

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

Multilinear systems play an important role in scientific calculations of practical problems. In this paper, we consider a tensor splitting method with a relaxed Anderson acceleration for solving multilinear systems. The new method preserves…

Numerical Analysis · Mathematics 2024-10-18 Dongdong Liu Ting Hua nd Xifu Liu

We investigate iterated Tikhonov methods coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization method. In the…

Numerical Analysis · Mathematics 2020-12-23 J. Baumeister , A. De Cezaro , A. Leitao

We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…

Mathematical Physics · Physics 2009-01-15 Katherine M. Robertson , Nasser Saad

This paper proposes and establishes the iteration-complexity of an inexact proximal accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth nonconvex composite optimization problems. Each IPAAL iteration…

Optimization and Control · Mathematics 2020-06-16 Jefferson G. Melo , Renato D. C. Monteiro , Hairong Wang

This paper aims to accelerate the test-time computation of deep convolutional neural networks (CNNs). Unlike existing methods that are designed for approximating linear filters or linear responses, our method takes the nonlinear units into…

Computer Vision and Pattern Recognition · Computer Science 2014-11-18 Xiangyu Zhang , Jianhua Zou , Xiang Ming , Kaiming He , Jian Sun

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

Numerical Analysis · Mathematics 2015-04-28 Juliane Sigl

We introduce a fast iterative non-local shrinkage algorithm to recover MRI data from undersampled Fourier measurements. This approach is enabled by the reformulation of current non-local schemes as an alternating algorithm to minimize a…

Computer Vision and Pattern Recognition · Computer Science 2014-05-22 Yasir Q. Moshin , Greg Ongie , Mathews Jacob

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…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

A novel method which is called the Chebyshev inertial iteration for accelerating the convergence speed of fixed-point iterations is presented. The Chebyshev inertial iteration can be regarded as a valiant of the successive over relaxation…

Optimization and Control · Mathematics 2021-06-09 Tadashi Wadayama , Satoshi Takabe

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

Optimization and Control · Mathematics 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method for solving smooth nonconvex composite optimization problems with nonlinear $\cal K$-convex constraints, i.e., the constraints are convex with respect to…

Optimization and Control · Mathematics 2022-07-06 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…

Numerical Analysis · Mathematics 2024-01-30 Giovanni Barbarino , Antonio Cicone
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