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We present an Alternating Direction Method of Multipliers (ADMM) algorithm designed to solve the Weighted Generalized Fused LASSO Signal Approximator (wFLSA). First, we show that wFLSAs can always be reformulated as a Generalized LASSO…

Methodology · Statistics 2024-07-26 Louis Dijkstra , Moritz Hanke , Niklas Koenen , Ronja Foraita

We introduce a new approach to deriving approximate analytical solutions of a harmonic oscillator damped by purely nonlinear, or combinations of linear and nonlinear damping forces. Our approach is based on choosing a suitable trial…

Classical Physics · Physics 2025-12-30 Karlo Lelas , Robert Pezer

In this paper we develop an accelerated Alternating Direction Method of Multipliers (ADMM) algorithm for solving quadratic programs called superADMM. Unlike standard ADMM QP solvers, superADMM uses a novel dynamic weighting method that…

Optimization and Control · Mathematics 2025-06-16 P. C. N. Verheijen , D. Goswami , M. Lazar

The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…

Computation · Statistics 2014-01-13 Michael McCoy , Joel Tropp

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

One of the tasks in color image processing and computer vision is to recover clean data from partial observations corrupted by noise. To this end, robust quaternion matrix completion (QMC) has recently attracted more attention and shown its…

Numerical Analysis · Mathematics 2024-10-22 Baohua Huang , Jiakai Chen , Wen Li

We present a systematic weight pruning framework of deep neural networks (DNNs) using the alternating direction method of multipliers (ADMM). We first formulate the weight pruning problem of DNNs as a constrained nonconvex optimization…

Machine Learning · Computer Science 2018-04-24 Tianyun Zhang , Shaokai Ye , Yipeng Zhang , Yanzhi Wang , Makan Fardad

The primal-dual algorithm recently proposed by Chambolle & Pock (abbreviated as CPA) for structured convex optimization is very efficient and popular. It was shown by Chambolle & Pock in \cite{CP11} and also by Shefi & Teboulle in…

Optimization and Control · Mathematics 2014-09-11 Raymond H. Chan , Shiqian Ma , Junfeng Yang

A quadratic approximation manifold is presented for performing nonlinear, projection-based, model order reduction (PMOR). It constitutes a departure from the traditional affine subspace approximation that is aimed at mitigating the…

Computational Engineering, Finance, and Science · Computer Science 2022-06-15 Joshua Barnett , Charbel Farhat

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…

Optimization and Control · Mathematics 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

Spatial frequency estimation from a mixture of noisy sinusoids finds applications in various fields. While subspace-based methods offer cost-effective super-resolution parameter estimation, they demand precise array calibration, posing…

Signal Processing · Electrical Eng. & Systems 2024-10-23 Tianyi Liu , Sai Pavan Deram , Khaled Ardah , Martin Haardt , Marc E. Pfetsch , Marius Pesavento

We introduce a hybrid oscillator-qubit formulation of linear combination of Hamiltonian simulation (LCHS) for solving linear ordinary differential equations. Instead of representing the quadrature rule with a discrete-variable (DV) ancilla…

Quantum Physics · Physics 2026-05-12 Elin Ranjan Das , Muqing Zheng , Rishab Dutta , Ang Li , Timothy Stavenger , Yuan Liu

The early detection of potential failures in industrial machinery components is paramount for ensuring the reliability and safety of operations, thereby preserving Machine Condition Monitoring (MCM). This research addresses this imperative…

Sound · Computer Science 2024-10-28 Sahan Dissanayaka , Manjusri Wickramasinghe , Pasindu Marasinghe

We introduce Cautious Weight Decay (CWD), a one-line, optimizer-agnostic modification that applies weight decay only to parameter coordinates whose signs align with the optimizer update. Unlike standard decoupled decay, which implicitly…

Machine Learning · Computer Science 2026-02-25 Lizhang Chen , Jonathan Li , Kaizhao Liang , Baiyu Su , Cong Xie , Nuo Wang Pierse , Chen Liang , Ni Lao , Qiang Liu

In order to compute the best low-rank tensor approximation using the Multilinear Tensor Decomposition (MTD) model, it is essential to estimate the rank of the underlying multilinear tensor from the noisy observation tensor. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2021-08-24 Xu Han , Laurent Albera , Amar Kachenoura , Huazhong Shu , Lotfi Senhadji

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

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…

Optimization and Control · Mathematics 2014-12-31 Miguel Á. Carreira-Perpiñán