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This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating…

Optimization and Control · Mathematics 2022-03-16 Stuart M. Harwood

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…

Optimization and Control · Mathematics 2022-11-21 Kaizhao Sun , X. Andy Sun

This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…

Optimization and Control · Mathematics 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

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

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 study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…

Optimization and Control · Mathematics 2019-08-27 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various composite problems. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions…

Optimization and Control · Mathematics 2015-05-13 Fenghui Wang , Wenfei Cao , Zongben Xu

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various convex or nonconvex composite problems that arise in the fields of image & signal processing and machine…

Optimization and Control · Mathematics 2014-12-08 Fenghui Wang , Zongben Xu , Hong-Kun Xu

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

This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant…

Optimization and Control · Mathematics 2017-05-23 Jefferson G. Melo , Renato D. C. Monteiro

Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…

Optimization and Control · Mathematics 2021-08-30 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Sunan Huang , Clarence W. de Silva , Tong Heng Lee

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

We consider a class of integer-constrained optimization problems governed by partial differential equation (PDE) constraints and regularized via total variation (TV) in the context of topology optimization. The presence of discrete design…

Optimization and Control · Mathematics 2025-09-25 Harsh Choudhary , Sven Leyffer , Dominic Yang

We consider a multi-block separable convex optimization problem with the linear constraints, where the objective function is the sum of m individual convex functions without overlapping variables. The linearized version of the generalized…

Optimization and Control · Mathematics 2022-04-19 He Jian , Zhang Bangzhong , Li Jinlin

The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…

Numerical Analysis · Mathematics 2021-04-01 Jianchao Bai , Yuxue Ma , Hao Sun , Miao Zhang

In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…

Optimization and Control · Mathematics 2026-05-18 Weihua Deng , Haiming Song , Hao Wang , Jinda Yang

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

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