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In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

Optimization and Control · Mathematics 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

This paper considers large-scale linear ill-posed inverse problems whose solutions can be represented as sums of smooth and piecewise constant components. To solve such problems we consider regularizers consisting of two terms that must be…

Numerical Analysis · Mathematics 2022-06-30 Ali Gholami , Silvia Gazzola

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

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

Recently, the alternating direction method of multipliers (ADMM) has found many efficient applications in various areas; and it has been shown that the convergence is not guaranteed when it is directly extended to the multiple-block case of…

Optimization and Control · Mathematics 2016-11-15 Min Tao , Xiaoming Yuan

Transform Invariant Low-Rank Textures, referred to as TILT, can accurately and robustly extract textural or geometric information in a 3D from user-specified windows in 2D in spite of significant corruptions and warping. It was discovered…

Optimization and Control · Mathematics 2018-01-04 Yanyun Ding , Yunhai Xiao

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

Recently, semidefinite programming performance estimation has been employed as a strong tool for the worst-case performance analysis of first order methods. In this paper, we derive new non-ergodic convergence rates for the alternating…

Optimization and Control · Mathematics 2023-05-25 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

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

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

We propose an automatic parameter selection strategy for the problem of image super-resolution for images corrupted by blur and additive white Gaussian noise with unknown standard deviation. The proposed approach exploits the structure of…

Numerical Analysis · Mathematics 2021-08-31 Monica Pragliola , Luca Calatroni , Alessandro Lanza , Fiorella Sgallari

Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…

Optimization and Control · Mathematics 2020-03-10 Xiang Zhou , Huizhuo Yuan , Chris Junchi Li , Qingyun Sun

In this paper, an alternating direction method of multipliers based novel distributed wide-area control architecture is proposed for damping the interarea oscillations. In this approach, first, an interconnected power system is divided into…

Systems and Control · Electrical Eng. & Systems 2019-07-16 Abilash Thakallapelli , Sukumar Kamalasadan

This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…

Optimization and Control · Mathematics 2026-03-10 Yacine Mokhtari

A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…

Optimization and Control · Mathematics 2022-03-31 Shiru Li , Yong Xia , Tao Zhang

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

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

Alternating Direction Method of Multipliers (ADMM) has recently been proposed as a potential alternative optimizer to the Stochastic Gradient Descent(SGD) for deep learning problems. This is because ADMM can solve gradient vanishing and…

Optimization and Control · Mathematics 2021-06-24 Junxiang Wang , Zheng Chai , Yue Cheng , Liang Zhao

Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…

Machine Learning · Computer Science 2018-02-27 Rui Zhu , Di Niu , Zongpeng Li

Tensor factorization has proven useful in a wide range of applications, from sensor array processing to communications, speech and audio signal processing, and machine learning. With few recent exceptions, all tensor factorization…

Numerical Analysis · Computer Science 2015-10-28 Athanasios P. Liavas , Nicholas D. Sidiropoulos