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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

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Optimization and Control · Mathematics 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

Mixed discrete-continuous optimization is central to engineering design, where discrete choices interact with continuous fields. These problems are difficult due to high-dimensional, complex search spaces. To tackle them, Quantum Annealing…

Computational Engineering, Finance, and Science · Computer Science 2026-03-19 Fabian Key , Lukas Freinberger , Mayu Muramatsu , Norbert Hosters

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

Fast contextual adaptation has shown to be effective in improving Automatic Speech Recognition (ASR) of rare words and when combined with an on-device personalized training, it can yield an even better recognition result. However, the…

Audio and Speech Processing · Electrical Eng. & Systems 2021-10-08 Tsendsuren Munkhdalai , Khe Chai Sim , Angad Chandorkar , Fan Gao , Mason Chua , Trevor Strohman , Françoise Beaufays

Adaptive gradient methods have shown excellent performances for solving many machine learning problems. Although multiple adaptive gradient methods were recently studied, they mainly focus on either empirical or theoretical aspects and also…

Optimization and Control · Mathematics 2022-05-13 Feihu Huang , Junyi Li , Heng Huang

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

Optimization and Control · Mathematics 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu

In this paper, we design an efficient quadrature amplitude modulation (QAM) signal detector for massive multiple-input multiple-output (MIMO) communication systems via the penalty-sharing alternating direction method of multipliers…

Signal Processing · Electrical Eng. & Systems 2021-12-14 Quan Zhang , Jiangtao Wang , Yongchao Wang

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

This paper proposes an efficient adaptive variant of a quadratic penalty accelerated inexact proximal point (QP-AIPP) method proposed earlier by the authors. Both the QP-AIPP method and its variant solve linearly set constrained nonconvex…

Optimization and Control · Mathematics 2019-12-09 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

This paper addresses the challenge of coordinating multi-robot systems under realistic communication delays using distributed optimization. We focus on consensus ADMM as a scalable framework for generating collision-free, dynamically…

Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…

Optimization and Control · Mathematics 2025-10-20 Gösta Stomberg , Alexander Engelmann , Timm Faulwasser

Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting…

Optimization and Control · Mathematics 2021-12-28 Nikitas Rontsis , Paul J. Goulart , Yuji Nakatsukasa

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse…

Optimization and Control · Mathematics 2023-11-23 Zisheng Liu , Ting Zhang

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Machine Learning · Computer Science 2026-02-03 Aikaterini Karoni , Rajit Rajpal , Benedict Leimkuhler , Gabriel Stoltz

Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…

Numerical Analysis · Mathematics 2021-07-20 William W. Hager , Hongchao Zhang

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