English
Related papers

Related papers: Block Decomposable Methods for Large-Scale Optimiz…

200 papers

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

In this paper, we review the parallel and distributed optimization algorithms based on the alternating direction method of multipliers (ADMM) for solving "big data" optimization problems in modern communication networks. We first introduce…

Numerical Analysis · Computer Science 2015-04-09 Lanchao Liu , Zhu Han

In this paper, we develop an efficient decoder via the proximal alternating direction method of multipliers (proximal-ADMM) technique for nonbinary linear block codes in the Galois field. Its main contents are as follows: first, exploiting…

Information Theory · Computer Science 2020-10-20 Yongchao Wang , Jing Bai

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) has found widespread use in solving separable convex optimization problems. In this paper, by employing Nesterov extrapolation technique, we propose two families of accelerated…

Optimization and Control · Mathematics 2024-05-13 X. He , N. J. Huang , Y. P. Fang

We study connections between Dykstra's algorithm for projecting onto an intersection of convex sets, the augmented Lagrangian method of multipliers or ADMM, and block coordinate descent. We prove that coordinate descent for a regularized…

Computation · Statistics 2017-05-16 Ryan J. Tibshirani

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various composite problems. The convergence of the conventional ADMM (i.e., 2-block) for convex objective functions…

Optimization and Control · Mathematics 2015-05-13 Fenghui Wang , Wenfei Cao , Zongben Xu

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Machine Learning · Computer Science 2025-02-03 Ouya Wang , Shenglong Zhou , Geoffrey Ye Li

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…

Optimization and Control · Mathematics 2024-09-27 Ling Liang , Cameron Austin , Haizhao Yang

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

This paper is devoted to the design of an efficient and convergent {semi-proximal} alternating direction method of multipliers (ADMM) for finding a solution of low to medium accuracy to convex quadratic conic programming and related…

Optimization and Control · Mathematics 2014-09-10 Xudong Li , Defeng Sun , Kim-Chuan Toh

This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

Machine Learning · Computer Science 2024-06-27 Alireza Olama , Andreas Lundell , Jan Kronqvist , Elham Ahmadi , Eduardo Camponogara

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…

Optimization and Control · Mathematics 2025-07-31 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

This paper presents two new techniques relating to inexact solution of subproblems in augmented Lagrangian methods for convex programming. The first involves combining a relative error criterion for solution of the subproblems with over- or…

Optimization and Control · Mathematics 2025-09-17 Jonathan Eckstein , Chang Yu

This paper aims to study a majorized alternating direction method of multipliers with indefinite proximal terms (iPADMM) for convex composite optimization problems. We show that the majorized iPADMM for 2-block convex optimization problems…

Optimization and Control · Mathematics 2018-02-08 Ning Zhang , Jia Wu , Liwei Zhang

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Optimization and Control · Mathematics 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou
‹ Prev 1 4 5 6 7 8 10 Next ›