Related papers: Accelerated ADMM: Automated Parameter Tuning and I…
This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization that facilitates theoretical analysis of both existing and new approximate ADMM schemes. GeNI-ADMM encompasses any ADMM algorithm that solves a first-…
We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…
In recent years, although the Alternating Direction Method of Multipliers (ADMM) has been empirically applied widely to many multi-convex applications, delivering an impressive performance in areas such as nonnegative matrix factorization…
We study stochastic convex optimization subjected to linear equality constraints. Traditional Stochastic Alternating Direction Method of Multipliers and its Nesterov's acceleration scheme can only achieve ergodic O(1/\sqrt{K}) convergence…
This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…
Low-rank matrix approximation (LRMA) has been arisen in many applications, such as dynamic MRI, recommendation system and so on. The alternating direction method of multipliers (ADMM) has been designed for the nuclear norm regularized least…
We consider a class of integer-constrained optimization problems governed by partial differential equation (PDE) constraints and regularized via total variation (TV) in the context of topology optimization. The presence of discrete design…
The alternating direction method of multipliers (ADMM) has been widely used for solving structured convex optimization problems. In particular, the ADMM can solve convex programs that minimize the sum of $N$ convex functions with $N$-block…
We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…
Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…
In this paper we present a convex formulation of the Model Predictive Control (MPC) optimisation for energy management in hybrid electric vehicles, and an Alternating Direction Method of Multipliers (ADMM) algorithm for its solution. We…
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 $N$…
This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…
Convex quadratic programming (QP) is an important sub-field of mathematical optimization. The alternating direction method of multipliers (ADMM) is a successful method to solve QP. Even though ADMM shows promising results in solving various…
In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…
Pruning large language models (LLMs) is a challenging task due to their enormous size. The primary difficulty is fine-tuning the model after pruning, which is needed to recover the lost performance caused by dropping weights. Recent…
Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…
We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…
Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…
Hyperspectral imagery collected from airborne or satellite sources inevitably suffers from spectral variability, making it difficult for spectral unmixing to accurately estimate abundance maps. The classical unmixing model, the linear…