Related papers: Solving Quadratic Programs with Slack Variables vi…
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…
The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…
In this paper, we present a distributed algorithm utilizing the proximal alternating direction method of multipliers (ADMM) in conjunction with sequential constraint tightening to address mixed-integer quadratic programming (MIQP) problems…
We present an Alternating Direction Method of Multipliers (ADMM) algorithm designed to solve the Weighted Generalized Fused LASSO Signal Approximator (wFLSA). First, we show that wFLSAs can always be reformulated as a Generalized LASSO…
There is an ongoing effort to develop tools that apply distributed computational resources to tackle large problems or reduce the time to solve them. In this context, the Alternating Direction Method of Multipliers (ADMM) arises as a method…
Distributed cooperative localization in wireless networks is a challenging problem since it typically requires solving a large-scale nonconvex and nonsmooth optimization problem. In this paper, we reformulate the classic cooperative…
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…
In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality…
We study several versions of the alternating direction method of multipliers (ADMM) for solving the convex problem of finding the distance between two ellipsoids and the nonconvex problem of finding the distance between the boundaries of…
This work proposes a novel Alternating Direction Method of Multipliers (ADMM)-based Ensemble Kalman Inversion (EKI) algorithm for solving constrained nonlinear model predictive control (NMPC) problems. First, stage-wise nonlinear inequality…
We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…
This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…
In this paper, we design an efficient quadrature amplitude modulation (QAM) signal detector for massive multiple-input multiple-output (MIMO) communication systems via the penalty-sharing alternating direction method of multipliers…
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…
This paper investigates quantile regression in the presence of non-convex and non-smooth sparse penalties, such as the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD). The non-smooth and non-convex nature of…
We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…
This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for…
Parallel computing is omnipresent in today's scientific computer landscape, starting at multicore processors in desktop computers up to massively parallel clusters. While domain decomposition methods have a long tradition in computational…