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In this paper, we develop a dual alternating direction method of multipliers (ADMM) for an image decomposition model. In this model, an image is divided into two meaningful components, i.e., a cartoon part and a texture part. The…

Image and Video Processing · Electrical Eng. & Systems 2024-12-20 Qingsong Wang , Chengjing Wang , Peipei Tang , Dunbiao Niu

Recently, semidefinite programming performance estimation has been employed as a strong tool for the worst-case performance analysis of first order methods. In this paper, we derive new non-ergodic convergence rates for the alternating…

Optimization and Control · Mathematics 2023-05-25 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…

Optimization and Control · Mathematics 2020-03-10 Xiang Zhou , Huizhuo Yuan , Chris Junchi Li , Qingyun Sun

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…

Optimization and Control · Mathematics 2021-12-15 Andrew Butler , Roy Kwon

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…

Optimization and Control · Mathematics 2021-12-21 Jianchao Bai , Deren Han , Hao Sun , Hongchao Zhang

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

To solve the separable convex optimization problem with linear constraints, Eckstein and Bertsekas introduced the generalized alternating direction method of multipliers (in short, GADMM), which is an efficient and simple acceleration…

Optimization and Control · Mathematics 2022-11-17 Jianwen Peng , Dexi Liu , Xueqing Zhang , Jen-Chih Yao

Optimization has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…

Robotics · Computer Science 2025-07-18 Jiajun Yu , Nanhe Chen , Guodong Liu , Chao Xu , Fei Gao , Yanjun Cao

This paper develops a framework connecting discrete adjoint gradient-error analysis with an optimization method that uses directional error tolerances, and applies it to airfoil shape optimization governed by a conservative full-potential…

Optimization and Control · Mathematics 2026-05-19 Humberto Gimenes Macedo , Luís Felipe Bueno

Fr\'echet regression has received considerable attention to model metric-space valued responses that are complex and non-Euclidean data, such as probability distributions and vectors on the unit sphere. However, existing Fr\'echet…

Methodology · Statistics 2025-04-08 Jiaying Weng , Kai Tan , Cheng Wang , Zhou Yu

We consider a model predictive control (MPC) setting, where we use the alternating direction method of multipliers (ADMM) to exploit problem structure. We take advantage of interacting components in the controlled system by decomposing its…

Optimization and Control · Mathematics 2019-05-16 Felix Rey , Peter Hokayem , John Lygeros

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

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

Optimization and Control · Mathematics 2024-02-05 Bo Yang , Xinyuan Zhao , Xudong Li , Defeng Sun

We introduce a novel method for the implementation of shape optimziation in fluid dynamics applications, where we propose to use the shape derivative to determine deformation fields with the help of the $p-$ Laplacian for $p > 2$. This…

Optimization and Control · Mathematics 2021-03-30 Peter Marvin Müller , Niklas Kühl , Martin Siebenborn , Klaus Deckelnick , Michael Hinze , Thomas Rung

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

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

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…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

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

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang