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Complex ADMM-Net, a complex-valued neural network architecture inspired by the alternating direction method of multipliers (ADMM), is designed for interference removal in super-resolution stepped frequency radar angle-range-doppler imaging.…

Signal Processing · Electrical Eng. & Systems 2021-07-07 Jeremy Johnston , Yinchuan Li , Marco Lops , Xiaodong Wang

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

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Fengmin Xu , Hongchao Zhang

In this paper, we analyze the convergence of Alternating Direction Method of Multipliers (ADMM) on convex quadratic programs (QPs) with linear equality and bound constraints. The ADMM formulation alternates between an equality constrained…

Optimization and Control · Mathematics 2015-10-06 Arvind U. Raghunathan , Stefano Di Cairano

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

Online multi-task learning (OMTL) enhances streaming data processing by leveraging the inherent relations among multiple tasks. It can be described as an optimization problem in which a single loss function is defined for multiple tasks.…

Machine Learning · Computer Science 2024-11-12 Ruiyu Li , Peilin Zhao , Guangxia Li , Zhiqiang Xu , Xuewei Li

Stochastic versions of the alternating direction method of multiplier (ADMM) and its variants play a key role in many modern large-scale machine learning problems. In this work, we introduce a unified algorithmic framework called…

Optimization and Control · Mathematics 2024-04-23 Chris Junchi Li

Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…

Optimization and Control · Mathematics 2021-03-02 Tianjian Huang , Prajwal Singhania , Maziar Sanjabi , Pabitra Mitra , Meisam Razaviyayn

We discuss an online decentralized decision making problem where the agents are coupled with affine inequality constraints. Alternating Direction Method of Multipliers (ADMM) is used as the computation engine and we discuss the convergence…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Yuxiao Chen , Mario Santillo , Mrdjan Jankovic , Aaron D. Ames

Parallel training methods are increasingly relevant in machine learning (ML) due to the continuing growth in model and dataset sizes. We propose a variant of the Additively Preconditioned Trust-Region Strategy (APTS) for training deep…

Machine Learning · Computer Science 2025-02-10 Samuel A. Cruz Alegría , Ken Trotti , Alena Kopaničáková , Rolf Krause

We consider the problem of maximum a posteriori (MAP) inference in discrete graphical models. We present a parallel MAP inference algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction…

Artificial Intelligence · Computer Science 2013-09-27 Qiang Fu , Huahua Wang , Arindam Banerjee

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

Optimization and Control · Mathematics 2019-03-07 Yan Gu , Nobuo Yamashita

In this paper, we present a new multibody physics simulation framework that utilizes the subsystem-based structure and the Alternating Direction Method of Multiplier (ADMM). The major challenge in simulating complex high degree of freedom…

Robotics · Computer Science 2023-03-01 Jeongmin Lee , Minji Lee , Dongjun Lee

The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…

Machine Learning · Computer Science 2017-07-20 Zheng Xu , Mario A. T. Figueiredo , Tom Goldstein

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

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-24 Yu Yang , Xiaohong Guan , Qing-Shan Jia , Liang Yu , Bolun Xu , Costas J. Spanos

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 note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

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
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