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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…
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…
Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…
The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…
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…
The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…
Data augmentation is one of the most popular techniques for improving the robustness of neural networks. In addition to directly training the model with original samples and augmented samples, a torrent of methods regularizing the distance…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
In this paper, we propose an alternating direction method of multipliers (ADMM)-based optimization algorithm to achieve better undersampling rate for multiple measurement vector (MMV) problem. The core is to introduce the $\ell_{2,0}$-norm…
Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…
The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…
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…
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…
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…
We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…
Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…
The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…
In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…
Analyzing multi-way measurements with variations across one mode of the dataset is a challenge in various fields including data mining, neuroscience and chemometrics. For example, measurements may evolve over time or have unaligned time…
We consider a class of integer-constrained optimization problems governed by partial differential equation (PDE) constraints and regularized via total variation (TV) in the context of topology optimization. The presence of discrete design…