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Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…

Optimization and Control · Mathematics 2022-08-30 Yu Yang , Guoqiang Hu , Costas J. Spanos

Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…

Numerical Analysis · Mathematics 2019-07-29 Simon Rabanser , Lukas Neumann , Markus Haltmeier

The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…

Optimization and Control · Mathematics 2024-02-08 Rina Foygel Barber , Emil Y. Sidky

In this paper, we focus on the problem of minimizing the sum of a nonconvex differentiable function and a DC (Difference of Convex functions) function, where the differentiable function is not restricted to the global Lipschitz gradient…

Optimization and Control · Mathematics 2021-06-10 Duy Nhat Phan , Hoai An Le Thi

Alternating Direction Method of Multipliers (ADMM) has become a widely used optimization method for convex problems, particularly in the context of data mining in which large optimization problems are often encountered. ADMM has several…

Machine Learning · Statistics 2019-07-11 Andre Goncalves , Xiaoli Liu , Arindam Banerjee

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 propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…

Optimization and Control · Mathematics 2017-01-25 Xiang Gao , Yangyang Xu , Shuzhong Zhang

The linearly constrained convex composite programming problems whose objective function contains two blocks with each block being the form of nonsmooth+smooth arises frequently in multiple fields of applications. If both of the smooth terms…

Optimization and Control · Mathematics 2021-11-25 Congying Qin , Yunhai Xiao , Peili Li

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

Model compression is a crucial part of deploying neural networks (NNs), especially when the memory and storage of computing devices are limited in many applications. This paper focuses on two model compression techniques: low-rank…

Machine Learning · Computer Science 2024-08-16 Chenyang Li , Jihoon Chung , Mengnan Du , Haimin Wang , Xianlian Zhou , Bo Shen

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

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

Convolutional dictionary learning (CDL or sparsifying CDL) has many applications in image processing and computer vision. There has been growing interest in developing efficient algorithms for CDL, mostly relying on the augmented Lagrangian…

Machine Learning · Computer Science 2023-08-31 Il Yong Chun , Jeffrey A. Fessler

In this paper, we consider a class of nonconvex (not necessarily differentiable) optimization problems called generalized DC (Difference-of-Convex functions) programming, which is minimizing the sum of two separable DC parts and one…

Optimization and Control · Mathematics 2023-08-07 Hongjin He , Zhiyuan Zhang

We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into $n \geq 2$ blocks, subject to (non-separable)…

Optimization and Control · Mathematics 2015-03-24 Daniel P. Robinson , Rachael E. H. Tappenden

Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…

Optimization and Control · Mathematics 2019-07-31 Feihu Huang , Shangqian Gao , Songcan Chen , Heng Huang

We study the worst-case behavior of Block Coordinate Descent (BCD) type algorithms for unconstrained minimization of coordinate-wise smooth convex functions. This behavior is indeed not completely understood, and the practical success of…

Optimization and Control · Mathematics 2025-07-23 Yassine Kamri , François Glineur , Julien M. Hendrickx , Ion Necoara

In this paper we aim to minimize the sum of two nonsmooth (possibly also nonconvex) functions in separate variables connected by a smooth coupling function. To tackle this problem we chose a continuous forward-backward approach and…

Optimization and Control · Mathematics 2020-01-29 Radu Ioan Bot , Laura Kanzler
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