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The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

Optimization and Control · Mathematics 2021-04-02 Yang Yang , Yuchao Tang

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

We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can be efficiently reformulated using a non-linear objective…

Optimization and Control · Mathematics 2024-05-17 Pierre-David Letourneau , Dalton Jones , Matthew Morse , M. Harper Langston

The alternating direction method of multipliers within a shape optimization framework is developed for solving geometric inverse problems, focusing on a cavity identification problem from the perspective of non-destructive testing and…

Optimization and Control · Mathematics 2024-02-07 Julius Fergy Tiongson Rabago , Aissam Hadri , Lekbir Afraites , Ahmed S. Hendy , Mahmoud A. Zaky

This paper proposes a multiblock alternating direction method of multipliers for solving a class of multiblock nonsmooth nonconvex optimization problem with nonlinear coupling constraints. We employ a majorization minimization procedure in…

Optimization and Control · Mathematics 2023-12-05 Le Thi Khanh Hien , Dimitri Papadimitriou

The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…

Optimization and Control · Mathematics 2019-12-02 Clarice Poon , Jingwei Liang

We consider a multi-block separable convex optimization problem with the linear constraints, where the objective function is the sum of m individual convex functions without overlapping variables. The linearized version of the generalized…

Optimization and Control · Mathematics 2022-04-19 He Jian , Zhang Bangzhong , Li Jinlin

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…

Optimization and Control · Mathematics 2023-11-23 Zisheng Liu , Ting Zhang

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

Optimization and Control · Mathematics 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

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

The local convergence of alternating optimization methods with overrelaxation for low-rank matrix and tensor problems is established. The analysis is based on the linearization of the method which takes the form of an SOR iteration for a…

Numerical Analysis · Mathematics 2022-06-29 Ivan V. Oseledets , Maxim V. Rakhuba , André Uschmajew

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

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…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Chuangchuang Sun

In this paper, we consider solving a class of nonconvex and nonsmooth problems frequently appearing in signal processing and machine learning research. The traditional alternating direction method of multipliers encounters troubles in both…

Numerical Analysis · Computer Science 2018-10-17 Tao Sun , Hao Jiang , Lizhi Cheng , Wei Zhu

In this paper, we consider the problem of minimizing the sum of two convex functions subject to linear linking constraints. The classical alternating direction type methods usually assume that the two convex functions have relatively easy…

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

Transmission system operators need to adapt their decision-making tools to the technological evolutions of the twenty first century. A computation inherent to most tools seeks to find alternating-current power flows that minimize power loss…

Optimization and Control · Mathematics 2016-08-15 Cédric Josz

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…

Machine Learning · Statistics 2024-01-30 Alexandros E. Tzikas , Licio Romao , Mert Pilanci , Alessandro Abate , Mykel J. Kochenderfer