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This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Optimization and Control · Mathematics 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

Optimization and Control · Mathematics 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Optimization and Control · Mathematics 2026-01-15 Leandro Farias Maia

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

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

Optimization and Control · Mathematics 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

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

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various convex or nonconvex composite problems that arise in the fields of image & signal processing and machine…

Optimization and Control · Mathematics 2014-12-08 Fenghui Wang , Zongben Xu , Hong-Kun Xu

In the context of convex optimization problems in Hilbert spaces, we induce inertial effects into the classical ADMM numerical scheme and obtain in this way so-called inertial ADMM algorithms, the convergence properties of which we…

Optimization and Control · Mathematics 2014-04-18 Radu Ioan Bot , Ernö Robert Csetnek

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 analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

Optimization and Control · Mathematics 2018-05-31 Yu Wang , Wotao Yin , Jinshan Zeng

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

Optimization and Control · Mathematics 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various composite problems. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions…

Optimization and Control · Mathematics 2015-05-13 Fenghui Wang , Wenfei Cao , Zongben Xu

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…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

The alternating direction method of multipliers (ADMM) has been successfully applied to solve structured convex optimization problems due to its superior practical performance. The convergence properties of the 2-block ADMM have been…

Optimization and Control · Mathematics 2018-01-19 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating…

Optimization and Control · Mathematics 2022-03-16 Stuart M. Harwood

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

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…

Optimization and Control · Mathematics 2020-03-24 Kresimir Mihic , Mingxi Zhu , Yinyu Ye

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…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

Optimization and Control · Mathematics 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin