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We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…

Optimization and Control · Mathematics 2013-03-27 Mingyi Hong , Zhi-Quan Luo

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

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…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

Distributed optimization is fundamental to large-scale machine learning and control applications. Among existing methods, the alternating direction method of multipliers (ADMM) has gained popularity due to its strong convergence guarantees…

Machine Learning · Computer Science 2026-04-15 Henri Doerks , Paul Häusner , Daniel Hernández Escobar , Jens Sjölund

By enabling the nodes or agents to solve small-sized subproblems to achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While for convex problems, substantial…

Optimization and Control · Mathematics 2022-08-24 Yu Yang , Qing-Shan Jia , Zhanbo Xu , Xiaohong Guan , Costas J. Spanos

In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square methods. The motive behind this approach was to conduct a method…

Machine Learning · Computer Science 2020-09-08 Seyedeh Niusha Alavi Foumani , Ce Guo , Wayne Luk

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

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

We present a novel framework, namely AADMM, for acceleration of linearized alternating direction method of multipliers (ADMM). The basic idea of AADMM is to incorporate a multi-step acceleration scheme into linearized ADMM. We demonstrate…

Optimization and Control · Mathematics 2014-02-13 Yuyuan Ouyang , Yunmei Chen , Guanghui Lan , Eduardo Pasiliao

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 work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…

Machine Learning · Computer Science 2025-04-01 Jintao Xu , Yifei Li , Wenxun Xing

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

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

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

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat

When the data is distributed across multiple servers, lowering the communication cost between the servers (or workers) while solving the distributed learning problem is an important problem and is the focus of this paper. In particular, we…

Machine Learning · Computer Science 2020-03-25 Anis Elgabli , Jihong Park , Amrit S. Bedi , Mehdi Bennis , Vaneet Aggarwal

In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…

Optimization and Control · Mathematics 2017-07-27 Feihu Huang , Songcan Chen , Zhaosong Lu

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini