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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…

Optimization and Control · Mathematics 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

Optimization and Control · Mathematics 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

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

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

Multichannel frequency estimation with incomplete data and miscellaneous noises arises in array signal processing, modal analysis, wireless communications, and so on. In this paper, we consider maximum-likelihood(-like) optimization methods…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Xunmeng Wu , Zai Yang , Zongben Xu

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

We propose an alternating direction method of multipliers (ADMM) to solve an optimization problem stemming from inverse lithography. The objective functional of the optimization problem includes three terms: the misfit between the imaging…

Numerical Analysis · Mathematics 2026-04-21 Junqing Chen , Haibo Liu

Detecting anomalies such as an incorrect combination of objects or deviations in their positions is a challenging problem in unsupervised anomaly detection (AD). Since conventional AD methods mainly focus on local patterns of normal images,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Shunsuke Sakai , Tatushito Hasegawa , Makoto Koshino

We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…

Machine Learning · Statistics 2018-06-26 Alex Tank , Emily B. Fox , Ali Shojaie

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…

Optimization and Control · Mathematics 2023-10-11 Qinian Jin

Sparse signal recovery based on nonconvex and nonsmooth optimization problems has significant applications and demonstrates superior performance in signal processing and machine learning. This work deals with a scale-invariant…

Optimization and Control · Mathematics 2025-09-29 Lang Yu , Nanjing Huang

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

So far, the problem of unmixing large or multitemporal hyperspectral datasets has been specifically addressed in the remote sensing literature only by a few dedicated strategies. Among them, some attempts have been made within a distributed…

Image and Video Processing · Electrical Eng. & Systems 2018-10-22 Pierre-Antoine Thouvenin , Nicolas Dobigeon , Jean-Yves Tourneret

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

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

Optimization and Control · Mathematics 2026-02-27 Zhengjie Xiong , Yangyang Xu

In this paper, we present a novel approach to reconstruct a unique image of an observed scene with widely distributed radar sensors. The problem is posed as a constrained optimization problem in which the global image which represents the…

Signal Processing · Electrical Eng. & Systems 2023-06-28 Ahmed Murtada , Ruizhi Hu , Bhavani Shankar Mysore Rama Rao , Udo Schroeder

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

We propose a new space-variant anisotropic regularisation term for variational image restoration, based on the statistical assumption that the gradients of the target image distribute locally according to a bivariate generalised Gaussian…

Numerical Analysis · Mathematics 2019-04-04 Luca Calatroni , Alessandro Lanza , Monica Pragliola , Fiorella Sgallari

Maximum a posteriori (MAP) inference is an important task for graphical models. Due to complex dependencies among variables in realistic model, finding an exact solution for MAP inference is often intractable. Thus, many approximation…

Machine Learning · Computer Science 2020-01-22 Baoyuan Wu , Li Shen , Tong Zhang , Bernard Ghanem

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Optimization and Control · Mathematics 2019-08-14 Xiaotong Chen , Xiaoliang Song , Zixuan Chen , Bo Yu