Related papers: Efficient Computing Algorithm for High Dimensional…

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

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…

This paper proposes a parallel optimization algorithm for cooperative automation of large-scale connected vehicles. The task of cooperative automation is formulated as a centralized optimization problem taking the whole decision space of…

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…

In many modern data sets, High dimension low sample size (HDLSS) data is prevalent in many fields of studies. There has been an increased focus recently on using machine learning and statistical methods to mine valuable information out of…

Magnetic Resonance Imaging (MRI) is a kind of medical imaging technology used for diagnostic imaging of diseases, but its image quality may be suffered by the long acquisition time. The compressive sensing (CS) based strategy may decrease…

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…

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm,…

We consider the stochastic composition optimization problem proposed in \cite{wang2017stochastic}, which has applications ranging from estimation to statistical and machine learning. We propose the first ADMM-based algorithm named…

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

Support Vector Machine (SVM) is an effective model for many classification problems. However, SVM needs the solution of a quadratic program which require specialized code. In addition, SVM has many parameters, which affects the performance…

In this paper, we devise a sparse array design algorithm for adaptive beamforming. Our strategy is based on finding a sparse beamformer weight to maximize the output signal-to-interference-plus-noise ratio (SINR). The proposed method…

Support matrix machine (SMM) is a successful supervised classification model for matrix-type samples. Unlike support vector machines, it employs low-rank regularization on the regression matrix to effectively capture the intrinsic structure…

Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…

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…

Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…

Trajectory optimization methods provide an efficient and reliable means of computing feasible trajectories in nonconvex solution spaces. However, a well-known limitation of these algorithms is that they are inherently local in nature, and…

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…