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Related papers: Solving Constrained CASH Problems with ADMM

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Concentrated liquidity automated market makers (AMMs), such as Uniswap v3, enable liquidity providers (LPs) to earn liquidity rewards by depositing tokens into liquidity pools. However, LPs often face significant financial losses driven by…

Trading and Market Microstructure · Quantitative Finance 2025-04-24 Simon Caspar Zeller , Paul-Niklas Ken Kandora , Daniel Kirste , Niclas Kannengießer , Steffen Rebennack , Ali Sunyaev

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 this paper, we study the local convergence of the standard ADMM scheme for a class of nonconvex composite problems arising from modern imaging and machine learning models. This problem is constrained by a closed convex set, while its…

Optimization and Control · Mathematics 2026-03-24 Xiyuan Xie , Lihua Yang , Qia li

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…

Multiagent Systems · Computer Science 2021-01-05 Xiaoxue Zhang , Zilong Cheng , Jun Ma , Sunan Huang , Frank L. Lewis , Tong Heng Lee

In recent years, although the Alternating Direction Method of Multipliers (ADMM) has been empirically applied widely to many multi-convex applications, delivering an impressive performance in areas such as nonnegative matrix factorization…

Optimization and Control · Mathematics 2022-02-01 Junxiang Wang , Liang Zhao

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

Adaptive representations are increasingly indispensable for reducing the in-memory and on-disk footprints of large-scale data. Usual solutions are designed broadly along two themes: reducing data precision, e.g., through compression, or…

Graphics · Computer Science 2022-07-15 Harsh Bhatia , Duong Hoang , Nate Morrical , Valerio Pascucci , Peer-Timo Bremer , Peter Lindstrom

Recent advances in algorithmic design show how to utilize predictions obtained by machine learning models from past and present data. These approaches have demonstrated an enhancement in performance when the predictions are accurate, while…

Machine Learning · Computer Science 2024-03-13 Marek Elias , Haim Kaplan , Yishay Mansour , Shay Moran

Assessing and improving the quality of data are fundamental challenges for data-intensive systems that have given rise to applications targeting transformation and cleaning of data. However, while schema design, data cleaning, and data…

Databases · Computer Science 2017-03-28 Rada Chirkova , Jon Doyle , Juan L. Reutter

Min-max saddle point games have recently been intensely studied, due to their wide range of applications, including training Generative Adversarial Networks (GANs). However, most of the recent efforts for solving them are limited to special…

Optimization and Control · Mathematics 2021-08-10 Babak Barazandeh , Tianjian Huang , George Michailidis

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 study the Maximum Budgeted Allocation problem, which is the problem of assigning indivisible items to players with budget constraints. In its most general form, an instance of the MBA problem might include many different prices for the…

Data Structures and Algorithms · Computer Science 2015-12-01 Christos Kalaitzis

Combined Algorithm Selection and Hyperparameter Optimization (CASH) has been fundamental to traditional AutoML systems. However, with the advancements of pre-trained models, modern ML workflows go beyond hyperparameter optimization and…

Machine Learning · Computer Science 2026-04-09 Amir Rezaei Balef , Katharina Eggensperger

The high computational complexity and energy consumption of artificial intelligence (AI) algorithms hinder their application in augmented reality (AR) systems. However, mobile edge computing (MEC) makes it possible to solve this problem.…

Networking and Internet Architecture · Computer Science 2023-01-04 Guangjin Pan , Heng Zhang , Shugong Xu , Shunqing Zhang , Xiaojing Chen

We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

A long-standing open question in Integer Programming is whether integer programs with constraint matrices with bounded subdeterminants are efficiently solvable. An important special case thereof are congruency-constrained integer programs…

Optimization and Control · Mathematics 2023-04-26 Martin Nägele , Richard Santiago , Rico Zenklusen

The 0/1 D-optimality problem and the Maximum-Entropy Sampling problem are two well-known NP-hard discrete maximization problems in experimental design. Algorithms for exact optimization (of moderate-sized instances) are based on…

Optimization and Control · Mathematics 2025-03-26 Gabriel Ponte , Marcia Fampa , Jon Lee , Luze Xu

Constrained sampling and counting are two fundamental problems in artificial intelligence with a diverse range of applications, spanning probabilistic reasoning and planning to constrained-random verification. While the theory of these…

Artificial Intelligence · Computer Science 2015-12-22 Kuldeep S. Meel , Moshe Vardi , Supratik Chakraborty , Daniel J. Fremont , Sanjit A. Seshia , Dror Fried , Alexander Ivrii , Sharad Malik

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

Optimization and Control · Mathematics 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao
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