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This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…

Optimization and Control · Mathematics 2015-10-05 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

Tensor factorization with hard and/or soft constraints has played an important role in signal processing and data analysis. However, existing algorithms for constrained tensor factorization have two drawbacks: (i) they require…

Numerical Analysis · Mathematics 2024-07-01 Shunsuke Ono , Takuma Kasai

The recovery of a signal from the magnitudes of its transformation, like the Fourier transform, is known as the phase retrieval problem and is of big relevance in various fields of engineering and applied physics. In this paper, we present…

Optimization and Control · Mathematics 2023-06-23 Rossen Nenov , Dang-Khoa Nguyen , Peter Balazs , Radu Ioan Bot

Fourier phase retrieval is a classical problem of restoring a signal only from the measured magnitude of its Fourier transform. Although Fienup-type algorithms, which use prior knowledge in both spatial and Fourier domains, have been widely…

Computer Vision and Pattern Recognition · Computer Science 2020-11-23 Eunju Cha , Chanseok Lee , Mooseok Jang , Jong Chul Ye

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

Phase retrieval (PR) is an inverse problem about recovering a signal from phaseless linear measurements. This problem can be effectively solved by minimizing a nonconvex amplitude-based loss function. However, this loss function is…

Signal Processing · Electrical Eng. & Systems 2020-07-24 Q. Luo , H. Wang

We study the combination of the alternating direction method of multipliers (ADMM) with physics-informed neural networks (PINNs) for a general class of nonsmooth partial differential equation (PDE)-constrained optimization problems, where…

Optimization and Control · Mathematics 2024-07-30 Yongcun Song , Xiaoming Yuan , Hangrui Yue

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 proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…

Optimization and Control · Mathematics 2021-06-14 Kaizhao Sun , Xu Andy Sun

We present an algorithm based on the alternating direction method of multipliers (ADMM) for solving nonlinear matrix decompositions (NMD). Given an input matrix $X \in \mathbb{R}^{m \times n}$ and a factorization rank $r \ll \min(m, n)$,…

Signal Processing · Electrical Eng. & Systems 2025-12-23 Atharva Awari , Nicolas Gillis , Arnaud Vandaele

While large language models (LLMs) have significantly advanced mathematical reasoning, Process Reward Models (PRMs) have been developed to evaluate the logical validity of reasoning steps. However, PRMs still struggle with…

Artificial Intelligence · Computer Science 2025-02-21 Jiachen Zhu , Congmin Zheng , Jianghao Lin , Kounianhua Du , Ying Wen , Yong Yu , Jun Wang , Weinan Zhang

Matrix completion is fundamental for predicting missing data with a wide range of applications in personalized healthcare, e-commerce, recommendation systems, and social network analysis. Traditional matrix completion approaches typically…

Machine Learning · Computer Science 2025-03-19 Patrick Hytla , Tran T. A. Nghia , Duy Nhat Phan , Andrew Rice

This paper considers the state estimation problem for nonlinear dynamic systems with unknown but bounded noises. Set membership filter (SMF) is a popular algorithm to solve this problem. In the set membership setting, we investigate the…

Optimization and Control · Mathematics 2022-11-10 Xiaowei Li , Xuqi Zhang , Zhiguo Wang , Xiaojing Shen

A Generative Adversarial Network (GAN) with generator $G$ trained to model the prior of images has been shown to perform better than sparsity-based regularizers in ill-posed inverse problems. Here, we propose a new method of deploying a…

Machine Learning · Computer Science 2019-10-25 Ankit Raj , Yuqi Li , Yoram Bresler

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

We present a convex relaxation-based algorithm for large-scale general phase retrieval problems. General phase retrieval problems include i.a. the estimation of the phase of the optical field in the pupil plane based on intensity…

Optimization and Control · Mathematics 2018-08-15 Reinier Doelman , H. Thao Nguyen , Michel Verhaegen

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

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

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