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An unsolved issue in widely used methods such as Support Vector Data Description (SVDD) and Small Sphere and Large Margin SVM (SSLM) for anomaly detection is their nonconvexity, which hampers the analysis of optimal solutions in a manner…

Machine Learning · Computer Science 2025-10-01 Hongying Liu , Hao Wang , Haoran Chu , Yibo Wu

We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…

Optimization and Control · Mathematics 2017-06-21 Alnur Ali , Eric Wong , J. Zico Kolter

This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for convex optimization. The analysis is based on a new inexact…

Optimization and Control · Mathematics 2019-04-25 M. Marques Alves , Jonathan Eckstein , Marina Geremia , Jefferson Melo

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-05 Hao Chen , Yu Ye , Ming Xiao , Mikael Skoglund , H. Vincent Poor

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Andrew Eberhard , Nargiz Sultanova

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

When the data is distributed across multiple servers, lowering the communication cost between the servers (or workers) while solving the distributed learning problem is an important problem and is the focus of this paper. In particular, we…

Machine Learning · Computer Science 2020-03-25 Anis Elgabli , Jihong Park , Amrit S. Bedi , Mehdi Bennis , Vaneet Aggarwal

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

Methodology · Statistics 2017-07-12 Johan Swärd , Filip Elvander , Andreas Jakobsson

The linearly constrained convex composite programming problems whose objective function contains two blocks with each block being the form of nonsmooth+smooth arises frequently in multiple fields of applications. If both of the smooth terms…

Optimization and Control · Mathematics 2021-11-25 Congying Qin , Yunhai Xiao , Peili Li

In this paper, we develop an efficient detector for massive multiple-input multiple-output (MIMO) communication systems via penalty-sharing alternating direction method of multipliers (PS-ADMM). Its main content are as follows: first, we…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Quan Zhang , Yongchao Wang

The Alternating Direction Method of Multipliers (ADMM) is widely used for linearly constrained convex problems. It is proven to have an $o(1/\sqrt{K})$ nonergodic convergence rate and a faster $O(1/K)$ ergodic rate after ergodic averaging,…

Numerical Analysis · Mathematics 2018-12-13 Huan Li , Zhouchen Lin

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-20 Richard Heusdens , Guoqiang Zhang

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

Optimization and Control · Mathematics 2021-04-02 Yang Yang , Yuchao Tang

We consider the problem of finding optimal time-periodic sensor schedules for estimating the state of discrete-time dynamical systems. We assume that {multiple} sensors have been deployed and that the sensors are subject to resource…

Applications · Statistics 2016-11-17 Sijia Liu , Makan Fardad , Engin Masazade , Pramod K. Varshney

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

Signal Processing · Electrical Eng. & Systems 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai

We present a constrained motion control framework for a redundant surgical system designed for minimally invasive treatment of pelvic osteolysis. The framework comprises a kinematics model of a six Degrees-of-Freedom (DoF) robotic arm…

Robotics · Computer Science 2018-01-23 Farshid Alambeigi , Shahriar Sefati , Mehran Armand

We are presenting a modification of the well-known Alternating Direction Method of Multipliers (ADMM) algorithm with additional preconditioning that aims at solving convex optimisation problems with nonlinear operator constraints.…

Numerical Analysis · Mathematics 2020-02-13 Martin Benning , Florian Knoll , Carola-Bibiane Schönlieb , Tuomo Valkonen

Due to the limited energy of sensor nodes in wireless sensor networks, extending the networks lifetime is a major challenge that can be formulated as an optimization problem. In this paper, we propose a distributed iterative algorithm based…

Networking and Internet Architecture · Computer Science 2018-07-31 Farzad Tashtarian , Ahmadreza Montazerolghaem , Amir Varasteh