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This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

Systems and Control · Electrical Eng. & Systems 2021-01-13 Yijian Zhang , Emiliano Dall'Anese , Mingyi Hong

Spike and slab priors play a key role in inducing sparsity for sparse signal recovery. The use of such priors results in hard non-convex and mixed integer programming problems. Most of the existing algorithms to solve the optimization…

Methodology · Statistics 2019-04-02 Fekadu L. Bayisa , Zhiyong Zhou , Ottmar Cronie , Jun Yu

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

Optimization and Control · Mathematics 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

By ensuring differential privacy in the learning algorithms, one can rigorously mitigate the risk of large models memorizing sensitive training data. In this paper, we study two algorithms for this purpose, i.e., DP-SGD and DP-NSGD, which…

Machine Learning · Computer Science 2022-06-28 Xiaodong Yang , Huishuai Zhang , Wei Chen , Tie-Yan Liu

Privacy preservation is addressed for decentralized optimization, where $N$ agents cooperatively minimize the sum of $N$ convex functions private to these individual agents. In most existing decentralized optimization approaches,…

Optimization and Control · Mathematics 2018-07-03 Chunlei Zhang , Muaz Ahmad , Yongqiang Wang

In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…

Optimization and Control · Mathematics 2013-08-27 Xiangfeng Wang , Mingyi Hong , Shiqian Ma , Zhi-Quan Luo

The shuffle model of Differential Privacy (DP) has gained significant attention in privacy-preserving data analysis due to its remarkable tradeoff between privacy and utility. It is characterized by adding a shuffling procedure after each…

Combinatorics · Mathematics 2024-01-10 E Chen , Yang Cao , Yifei Ge

As the modern world becomes increasingly digitized and interconnected, distributed signal processing has proven to be effective in processing its large volume of data. However, a main challenge limiting the broad use of distributed signal…

Signal Processing · Electrical Eng. & Systems 2020-10-23 Qiongxiu Li , Richard Heusdens , Mads Græsbøll Christensen

In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…

Optimization and Control · Mathematics 2026-05-18 Weihua Deng , Haiming Song , Hao Wang , Jinda Yang

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

Optimization and Control · Mathematics 2026-02-27 Zhengjie Xiong , Yangyang Xu

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

Differential privacy is concerned about the prediction quality while measuring the privacy impact on individuals whose information is contained in the data. We consider differentially private risk minimization problems with regularizers…

Machine Learning · Computer Science 2019-05-14 K S Sesh Kumar , Marc Peter Deisenroth

It is hard to train Recurrent Neural Network (RNN) with stable convergence and avoid gradient vanishing and exploding problems, as the weights in the recurrent unit are repeated from iteration to iteration. Moreover, RNN is sensitive to the…

Machine Learning · Computer Science 2022-03-29 Yu Tang , Zhigang Kan , Dequan Sun , Jingjing Xiao , Zhiquan Lai , Linbo Qiao , Dongsheng Li

In this brief, we present an enhanced privacy-preserving distributed estimation algorithm, referred to as the ``Double-Private Algorithm," which combines the principles of both differential privacy (DP) and cryptography. The proposed…

Signal Processing · Electrical Eng. & Systems 2024-03-19 Mehdi Korki , Fatemehsadat Hosseiniamin , Hadi Zayyani , Mehdi Bekrani

With the widespread sharing of personal face images in applications' public databases, face recognition systems faces real threat of being breached by potential adversaries who are able to access users' face images and use them to intrude…

Computer Vision and Pattern Recognition · Computer Science 2024-08-02 Lu Ou , Shaolin Liao , Shihui Gao , Guandong Huang , Zheng Qi

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

Decentralized min-max optimization allows multi-agent systems to collaboratively solve global min-max optimization problems by facilitating the exchange of model updates among neighboring agents, eliminating the need for a central server.…

Machine Learning · Computer Science 2025-08-12 Yueyang Quan , Chang Wang , Shengjie Zhai , Minghong Fang , Zhuqing Liu