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In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…

Optimization and Control · Mathematics 2022-02-21 Bin Gao , P. -A. Absil

Low-rank matrix approximation (LRMA) is a powerful technique for signal processing and pattern analysis. However, its potential for data compression has not yet been fully investigated in the literature. In this paper, we propose sparse…

Multimedia · Computer Science 2016-02-22 Junhui Hou , Lap-Pui Chau , Nadia Magnenat-Thalmann , Ying He

We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem…

Systems and Control · Computer Science 2012-03-20 Mariette Annergren , Anders Hansson , Bo Wahlberg

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

Optimization and Control · Mathematics 2020-03-24 Kresimir Mihic , Mingxi Zhu , Yinyu Ye

A well-known method for completing low-rank matrices based on convex optimization has been established by Cand{\`e}s and Recht. Although theoretically complete, the method may not entirely solve the low-rank matrix completion problem. This…

Methodology · Statistics 2014-07-17 Guangcan Liu , Ping Li

Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…

Optimization and Control · Mathematics 2016-09-21 Kejun Huang , Nicholas D. Sidiropoulos

We show that the maximization of the sum degrees-of-freedom for the static flat-fading multiple-input multiple-output (MIMO) interference channel is equivalent to a rank constrained rank minimization problem (RCRM), when the signal spaces…

Information Theory · Computer Science 2015-03-17 Dimitris S. Papailiopoulos , Alexandros G. Dimakis

We expand the scope of the alternating direction method of multipliers (ADMM). Specifically, we show that ADMM, when employed to solve problems with multiaffine constraints that satisfy certain verifiable assumptions, converges to the set…

Optimization and Control · Mathematics 2019-10-24 Wenbo Gao , Donald Goldfarb , Frank E. Curtis

Community detection is an important problem in unsupervised learning. This paper proposes to solve a projection matrix approximation problem with an additional entrywise bounded constraint. Algorithmically, we introduce a new differentiable…

Social and Information Networks · Computer Science 2023-08-16 Zheng Zhai , Hengchao Chen , Qiang Sun

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

We consider a 3-block Alternating Direction Method of Multipliers (ADMM) for solving nonconvex nonseparable problems with a linear constraint. Inspired by \cite[Sun, Toh and Yang, \textit{SIAM Journal on Optimization}, 25 (2015),…

Optimization and Control · Mathematics 2025-07-21 Zekun Liu

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

Since the matrix formed by nonlocal similar patches in a natural image is of low rank, the nuclear norm minimization (NNM) has been widely used in various image processing studies. Nonetheless, nuclear norm based convex surrogate of the…

Computer Vision and Pattern Recognition · Computer Science 2017-06-28 Zhiyuan Zha , Xinggan Zhang , Yu Wu , Qiong Wang , Lan Tang

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

We study the robust matrix completion (RMC) problem subject to both sparse outliers and stochastic noise. A non-convex method termed Accelerated Robust Matrix Completion (ARMC) is proposed, which accelerates a prior non-convex approach by…

Information Theory · Computer Science 2026-05-15 Yichen Fu , Tianming Wang , Ke Wei

Large Language Models have shown remarkable capabilities in the NLP domain. Their effectiveness can mainly be attributed to their ability to adapt to an array of downstream tasks. However, generally, full fine-tuning is a computationally…

Computation and Language · Computer Science 2025-06-10 Harsh Bihany , Shubham Patel , Ashutosh Modi

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

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

Optimization and Control · Mathematics 2024-01-10 Renyuan Ni