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This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

We analyze the performance of the alternating direction method of multipliers (ADMM) to track, in a decentralized manner, a solution of a stochastic sequence of optimization problems parametrized by a discrete time Markov process. The main…

Optimization and Control · Mathematics 2019-03-18 Marie Maros , Joakim Jalén

In this paper, we study extended linear regression approaches for quantum state tomography based on regularization techniques. For unknown quantum states represented by density matrices, performing measurements under certain basis yields…

Quantum Physics · Physics 2019-04-29 Biqiang Mu , Hongsheng Qi , Ian R. Petersen , Guodong Shi

Measuring attenuation coefficients is a fundamental problem that can be solved with diverse techniques such as X-ray or optical tomography and lidar. We propose a novel approach based on the observation of a sample from a few different…

Optimization and Control · Mathematics 2017-01-11 Valentin Debarnot , Jonas Kahn , Pierre Weiss

Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…

Quantum Physics · Physics 2021-02-04 Claudio Gambella , Andrea Simonetto

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

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

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

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 classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…

Optimization and Control · Mathematics 2021-03-17 Junxiang Wang , Liang Zhao

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

Graphics · Computer Science 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

Quantitative ultrasound (QUS) analyzes the ultrasound backscattered data to find the properties of scatterers that correlate with the tissue microstructure. Statistics of the envelope of the backscattered radiofrequency (RF) data can be…

Signal Processing · Electrical Eng. & Systems 2024-01-23 Ali K. Z. Tehrani , Guy Cloutier , An Tang , Ivan M. Rosado-Mendez , Hassan Rivaz

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

We introduce ADMM-pruned Compressive AutoEncoder (CAE-ADMM) that uses Alternative Direction Method of Multipliers (ADMM) to optimize the trade-off between distortion and efficiency of lossy image compression. Specifically, ADMM in our…

Computer Vision and Pattern Recognition · Computer Science 2019-02-12 Haimeng Zhao , Peiyuan Liao

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Optimization and Control · Mathematics 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

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…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Peili Li , Yunhai Xiao , Haibin Zhang

The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…

Optimization and Control · Mathematics 2026-04-30 Junan Lin , Paul J. Goulart , Luca Furieri

Quantum parameter estimation is central to many fields such as quantum computation, communications and metrology. Optimal estimation theory has been instrumental in achieving the best accuracy in quantum parameter estimation, which is…

Quantum Physics · Physics 2015-06-18 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…

Numerical Analysis · Mathematics 2021-04-01 Jianchao Bai , Yuxue Ma , Hao Sun , Miao Zhang

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
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