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We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

Alternating Direction Method of Multipliers (ADMM) has recently been proposed as a potential alternative optimizer to the Stochastic Gradient Descent(SGD) for deep learning problems. This is because ADMM can solve gradient vanishing and…

Optimization and Control · Mathematics 2021-06-24 Junxiang Wang , Zheng Chai , Yue Cheng , Liang Zhao

In this paper, we consider the symmetric multi-type non-negative matrix tri-factorization problem (SNMTF), which attempts to factorize several symmetric non-negative matrices simultaneously. This can be considered as a generalization of the…

Data Structures and Algorithms · Computer Science 2020-12-14 Rok Hribar , Timotej Hrga , Gregor Papa , Gašper Petelin , Janez Povh , Nataša Pržulj , Vida Vukašinović

Mixed-integer nonlinear programmings (MINLPs) are powerful formulation tools for task planning. However, it suffers from long solving time especially for large scale problems. In this work, we first formulate the task planning problem for…

Optimization and Control · Mathematics 2023-12-22 Gavin Zheng

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

The alternating direction method of multipliers (ADMM) has recently sparked interest as a flexible and efficient optimization tool for imaging inverse problems, namely deconvolution and reconstruction under non-smooth convex regularization.…

Optimization and Control · Mathematics 2015-06-11 Mariana S. C. Almeida , Mário A. T. Figueiredo

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…

Optimization and Control · Mathematics 2023-01-25 Guilherme França , Daniel P. Robinson , René Vidal

In this paper, we propose two novel decentralized optimization frameworks for multi-agent nonlinear optimal control problems in robotics. The aim of this work is to suggest architectures that inherit the computational efficiency and…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Augustinos D. Saravanos , Yuichiro Aoyama , Hongchang Zhu , Evangelos A. Theodorou

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

Optimization and Control · Mathematics 2024-02-05 Bo Yang , Xinyuan Zhao , Xudong Li , Defeng Sun

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…

Machine Learning · Statistics 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

We propose a new method that uses deep learning techniques to accelerate the popular alternating direction method of multipliers (ADMM) solution for inverse problems. The ADMM updates consist of a proximity operator, a least squares…

Computer Vision and Pattern Recognition · Computer Science 2017-11-16 Qi Wei , Kai Fan , Lawrence Carin , Katherine A. Heller

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic…

Optimization and Control · Mathematics 2024-09-17 M. Marques Alves , M. Geremia

Classical primal-dual algorithms attempt to solve $\max_{\mu}\min_{x} \mathcal{L}(x,\mu)$ by alternatively minimizing over the primal variable $x$ through primal descent and maximizing the dual variable $\mu$ through dual ascent. However,…

Optimization and Control · Mathematics 2023-11-20 Kaizhao Sun , Andy Sun

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

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

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…

Optimization and Control · Mathematics 2018-04-09 Joachim Giesen , Sören Laue

Tensor factorization with hard and/or soft constraints has played an important role in signal processing and data analysis. However, existing algorithms for constrained tensor factorization have two drawbacks: (i) they require…

Numerical Analysis · Mathematics 2024-07-01 Shunsuke Ono , Takuma Kasai

In the context of augmented Lagrangian approaches for solving semidefinite programming problems, we investigate the possibility of eliminating the positive semidefinite constraint on the dual matrix by employing a factorization. Hints on…

Optimization and Control · Mathematics 2018-09-12 Marianna De Santis , Franz Rendl , Angelika Wiegele

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…

Information Theory · Computer Science 2020-02-19 Yi Wei , Ming-Min Zhao , Min-Jian Zhao , Ming Lei
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