Related papers: ADMM for Structured Fractional Minimization
Recently, the alternating direction method of multipliers (ADMM) has found many efficient applications in various areas; and it has been shown that the convergence is not guaranteed when it is directly extended to the multiple-block case of…
In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…
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…
We give a general proof of convergence for the Alternating Direction Method of Multipliers (ADMM). ADMM is an optimization algorithm that has recently become very popular due to its capabilities to solve large-scale and/or distributed…
This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
Spike and slab priors play a key role in inducing sparsity for sparse signal recovery. The use of such priors results in hard non-convex and mixed integer programming problems. Most of the existing algorithms to solve the optimization…
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…
We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…
We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…
We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic…
This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…
The alternating direction method of multipliers (ADMM) is a most widely used optimization scheme for solving linearly constrained separable convex optimization problems. The convergence of the ADMM can be guaranteed when the dual step…
In this paper, we propose two low-complexity peak to average power ratio(PAPR) reduction algorithms for orthogonal frequency division multiplexing(OFDM) signals. The main content is as follows: First, a non-convex optimization model is…
Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…
This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…
Stochastic alternating direction method of multipliers (ADMM), which visits only one sample or a mini-batch of samples each time, has recently been proved to achieve better performance than batch ADMM. However, most stochastic methods can…
Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…