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We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into $n \geq 2$ blocks, subject to (non-separable)…

Optimization and Control · Mathematics 2015-03-24 Daniel P. Robinson , Rachael E. H. Tappenden

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

We consider the problem of identifying a maximum clique in a given graph. We have proposed a mathematical model for this problem. The model resembles the matrix decomposition of the adjacency matrix of a given graph. The objective function…

Optimization and Control · Mathematics 2023-07-19 Salma Omer , Montaz Ali

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

Optimization and Control · Mathematics 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…

Optimization and Control · Mathematics 2018-12-18 Po-Wei Wang , J. Zico Kolter

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

We describe main issues and design principles of an efficient implementation, tailored to recent generations of Nvidia Graphics Processing Units (GPUs), of an Algebraic Multigrid (AMG) preconditioner previously proposed by one of the…

Numerical Analysis · Mathematics 2018-10-11 Massimo Bernaschi , Pasqua D'Ambra , Dario Pasquini

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

We propose an alternating direction method of multipliers (ADMM) to solve an optimization problem stemming from inverse lithography. The objective functional of the optimization problem includes three terms: the misfit between the imaging…

Numerical Analysis · Mathematics 2026-04-21 Junqing Chen , Haibo Liu

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

Using inverse planning tools to create radiotherapy treatment plans is an iterative process, where clinical trade-offs are explored by changing the relative importance of different objectives and rerunning the optimizer until a desirable…

In the field of high-dimensional data analysis, modeling methods based on quantile loss function are highly regarded due to their ability to provide a comprehensive statistical perspective and effective handling of heterogeneous data. In…

Computation · Statistics 2025-01-14 Xiaofei Wu , Dingzi Guo , Rongmei Liang , Zhimin Zhang

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

We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem…

Systems and Control · Computer Science 2012-03-20 Mariette Annergren , Anders Hansson , Bo Wahlberg

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou

The present work introduces the hybrid consensus alternating direction method of multipliers (H-CADMM), a novel framework for optimization over networks which unifies existing distributed optimization approaches, including the centralized…

Optimization and Control · Mathematics 2018-05-10 Meng Ma , Athanasios N. Nikolakopoulos , Georgios B. Giannakis

We study the Weighted Min Cut problem in the Adaptive Massively Parallel Computation (AMPC) model. In 2019, Behnezhad et al. [3] introduced the AMPC model as an extension of the Massively Parallel Computation (MPC) model. In the past…

Data Structures and Algorithms · Computer Science 2022-05-30 MohammadTaghi Hajiaghayi , Marina Knittel , Jan Olkowski , Hamed Saleh

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

Optimization and Control · Mathematics 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

When training neural models, it is common to combine multiple loss terms. The balancing of these terms requires considerable human effort and is computationally demanding. Moreover, the optimal trade-off between the loss term can change as…

Machine Learning · Computer Science 2020-06-29 Itzik Malkiel , Lior Wolf