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The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence properties of the standard ADMM for minimizing the sum of $N$…

Optimization and Control · Mathematics 2015-07-10 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…

Optimization and Control · Mathematics 2013-03-27 Mingyi Hong , Zhi-Quan Luo

The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7]…

Optimization and Control · Mathematics 2015-05-20 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

Optimization and Control · Mathematics 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

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

We present a continuum model to determine the dislocation structure and energy of low angle grain boundaries in three dimensions. The equilibrium dislocation structure is obtained by minimizing the grain boundary energy that is associated…

Materials Science · Physics 2021-11-08 Xiaoxue Qin , Yejun Gu , Luchan Zhang , Yang Xiang

We study connections between Dykstra's algorithm for projecting onto an intersection of convex sets, the augmented Lagrangian method of multipliers or ADMM, and block coordinate descent. We prove that coordinate descent for a regularized…

Computation · Statistics 2017-05-16 Ryan J. Tibshirani

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

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

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

In this paper, we establish the convergence properties for a majorized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization problems whose objectives contain coupled functions. Our convergence…

Optimization and Control · Mathematics 2017-01-18 Ying Cui , Xudong Li , Defeng Sun , Kim-Chuan Toh

The alternating direction method of multipliers (ADMM) is a powerful algorithm for solving decentralized optimization problems including networked microgrid energy management (NetMEM). However, its performance is highly sensitive to the…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Jesus Silva-Rodriguez , Xingpeng Li

In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…

Optimization and Control · Mathematics 2013-08-27 Xiangfeng Wang , Mingyi Hong , Shiqian Ma , Zhi-Quan Luo

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 recent years, several convergent multi-block variants of the alternating direction method of multipliers (ADMM) have been proposed for solving the convex quadratic semidefinite programming via its dual, which is naturally a 3-block…

Optimization and Control · Mathematics 2018-07-06 Xiaokai Chang , Liang Chen , Sanyang Liu

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…

Optimization and Control · Mathematics 2023-09-11 Qingyuan Liu , Zhengchao Huang , Hao Ye , Dexian Huang , Chao Shang

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

Thanks to its versatility, its simplicity, and its fast convergence, ADMM is among the most widely used approaches for solving a convex problem in distributed form. However, making it running efficiently is an art that requires a fine…

Optimization and Control · Mathematics 2019-07-10 Tomaso Erseghe