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Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…

Thanks to its versatility, its simplicity, and its fast convergence, ADMM is among the most widely used approaches for solving a convex problem in distributed form. However, making it running efficiently is an art that requires a fine…

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…

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…

In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…

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…

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

The alternating direction method of multipliers (ADMM) has recently sparked interest as a flexible and efficient optimization tool for imaging inverse problems, namely deconvolution and reconstruction under non-smooth convex regularization.…

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

In this paper, we consider a proximal linearized alternating direction method of multipliers (PL-ADMM) for solving linearly constrained nonconvex and possibly nonsmooth optimization problems. The algorithm is generalized by using variable…

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…

We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate,…

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…

Low-rank matrix approximation (LRMA) has been arisen in many applications, such as dynamic MRI, recommendation system and so on. The alternating direction method of multipliers (ADMM) has been designed for the nuclear norm regularized least…

In this paper, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…