Related papers: An Algorithm for Graph-Fused Lasso Based on Graph …

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…

Federated learning, where algorithms are trained across multiple decentralized devices without sharing local data, is increasingly popular in distributed machine learning practice. Typically, a graph structure $G$ exists behind local…

This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…

We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order…

We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that is separable in the difference between…

In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

We study estimation of piecewise smooth signals over a graph. We propose a $\ell_{2,0}$-norm penalized Graph Trend Filtering (GTF) model to estimate piecewise smooth graph signals that exhibit inhomogeneous levels of smoothness across the…

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

We present a novel model-based deep learning solution for the inverse problem of localizing sources of network diffusion. Starting from first graph signal processing (GSP) principles, we show that the problem reduces to joint (blind)…

Domain decomposition methods (DDMs) are popular solvers for discretized systems of partial differential equations (PDEs), with one-level and multilevel variants. These solvers rely on several algorithmic and mathematical parameters,…

This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…

Efficiently solving large-scale optimal power flow (OPF) problems is challenging due to the high dimensionality and interconnectivity of modern power systems. Decomposition methods offer a promising solution via partitioning large problems…

Inspired by the recent advances in deep learning (DL), this work presents a deep neural network aided decoding algorithm for binary linear codes. Based on the concept of deep unfolding, we design a decoding network by unfolding the…

Federated learning (FL) aims to train machine learning (ML) models collaboratively using decentralized data, bypassing the need for centralized data aggregation. Standard FL models often assume that all data come from the same unknown…

We investigate a general matrix factorization for deviance-based data losses, extending the ubiquitous singular value decomposition beyond squared error loss. While similar approaches have been explored before, our method leverages…

The fused lasso, also known as (anisotropic) total variation denoising, is widely used for piecewise constant signal estimation with respect to a given undirected graph. The fused lasso estimate is highly nontrivial to compute when the…

Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…

In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…