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This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…

Machine Learning · Computer Science 2015-07-08 Hanie Sedghi , Anima Anandkumar , Edmond Jonckheere

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

We propose a distributed design method for decentralized control by exploiting the underlying sparsity properties of the problem. Our method is based on chordal decomposition of sparse block matrices and the alternating direction method of…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Maryam Kamgarpour , Aivar Sootla , Antonis Papachristodoulou

Convolutional sparse coding (CSC) is an important building block of many computer vision applications ranging from image and video compression to deep learning. We present two contributions to the state of the art in CSC. First, we…

Computer Vision and Pattern Recognition · Computer Science 2018-04-10 Lama Affara , Bernard Ghanem , Peter Wonka

Sparse coding is an unsupervised learning algorithm that learns a succinct high-level representation of the inputs given only unlabeled data; it represents each input as a sparse linear combination of a set of basis functions. Originally…

Machine Learning · Computer Science 2012-06-26 Roger Grosse , Rajat Raina , Helen Kwong , Andrew Y. Ng

Recently sparse coding have been highly successful in image classification mainly due to its capability of incorporating the sparsity of image representation. In this paper, we propose an improved sparse coding model based on linear spatial…

Computer Vision and Pattern Recognition · Computer Science 2015-04-28 Chengqiang Bao , Liangtian He , Yilun Wang

To meet the ever growing demand for both high throughput and uniform coverage in future wireless networks, dense network deployment will be ubiquitous, for which co- operation among the access points is critical. Considering the…

Information Theory · Computer Science 2014-05-14 Yuanming Shi , Jun Zhang , Khaled B. Letaief

The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and…

Machine Learning · Computer Science 2016-10-18 Shuai Zheng , James T. Kwok

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

We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic…

Optimization and Control · Mathematics 2024-09-17 M. Marques Alves , M. Geremia

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

Optimization and Control · Mathematics 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

We investigate the use of sparse coding and dictionary learning in the context of multitask and transfer learning. The central assumption of our learning method is that the tasks parameters are well approximated by sparse linear…

Machine Learning · Computer Science 2014-06-17 Andreas Maurer , Massimiliano Pontil , Bernardino Romera-Paredes

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

In sparse estimation, such as fused lasso and convex clustering, we apply either the proximal gradient method or the alternating direction method of multipliers (ADMM) to solve the problem. It takes time to include matrix division in the…

Optimization and Control · Mathematics 2022-03-29 Ryosuke Shimmura , Joe Suzuki

Over the past decade, the celebrated sparse representation model has achieved impressive results in various signal and image processing tasks. A convolutional version of this model, termed convolutional sparse coding (CSC), has been…

Signal Processing · Electrical Eng. & Systems 2018-10-03 Ives Rey-Otero , Jeremias Sulam , Michael Elad

Sparse representation with respect to an overcomplete dictionary is often used when regularizing inverse problems in signal and image processing. In recent years, the Convolutional Sparse Coding (CSC) model, in which the dictionary consists…

Image and Video Processing · Electrical Eng. & Systems 2019-09-13 Dror Simon , Michael Elad

The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…

Methodology · Statistics 2015-04-28 Yue Hu , Eric Chi , Genevera I. Allen