English
Related papers

Related papers: A Majorized-Generalized Alternating Direction Meth…

200 papers

In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…

Optimization and Control · Mathematics 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar

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

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

Optimization and Control · Mathematics 2021-08-13 Xuyang Wu , Jie Lu

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

Optimization and Control · Mathematics 2026-02-27 Zhengjie Xiong , Yangyang Xu

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

We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…

Optimization and Control · Mathematics 2021-10-01 Yichuan Li , Yonghai Gong , Nikolaos M. Freris , Petros Voulgaris , Dusan Stipanovic

The support vector machine (SVM) was originally designed for binary classifications. A lot of effort has been put to generalize the binary SVM to multiclass SVM (MSVM) which are more complex problems. Initially, MSVMs were solved by…

Machine Learning · Statistics 2015-12-01 Yangyang Xu , Ioannis Akrotirianakis , Amit Chakraborty

Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…

Optimization and Control · Mathematics 2020-08-05 Jiawei Zhang , Zhi-Quan Luo

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

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

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

Machine Learning · Statistics 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…

Optimization and Control · Mathematics 2019-07-01 Yan Gu , Nobuo Yamashita

This paper proposes a multiblock alternating direction method of multipliers for solving a class of multiblock nonsmooth nonconvex optimization problem with nonlinear coupling constraints. We employ a majorization minimization procedure in…

Optimization and Control · Mathematics 2023-12-05 Le Thi Khanh Hien , Dimitri Papadimitriou

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…

Optimization and Control · Mathematics 2023-07-11 Yuxuan Zeng , Zhiguo Wang , Jianchao Bai , Xiaojing Shen

The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…

Optimization and Control · Mathematics 2021-03-17 Junxiang Wang , Liang Zhao

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

The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…

Optimization and Control · Mathematics 2024-02-08 Rina Foygel Barber , Emil Y. Sidky

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

Graphics · Computer Science 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

The alternating direction method of multipliers (ADMM) has found widespread use in solving separable convex optimization problems. In this paper, by employing Nesterov extrapolation technique, we propose two families of accelerated…

Optimization and Control · Mathematics 2024-05-13 X. He , N. J. Huang , Y. P. Fang