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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

This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multipliers (ADMMs) for convex composite optimization problems. The…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh , Ning Zhang

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-24 Yu Yang , Xiaohong Guan , Qing-Shan Jia , Liang Yu , Bolun Xu , Costas J. Spanos

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

Networking and Internet Architecture · Computer Science 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

In the field of high-dimensional data analysis, modeling methods based on quantile loss function are highly regarded due to their ability to provide a comprehensive statistical perspective and effective handling of heterogeneous data. In…

Computation · Statistics 2025-01-14 Xiaofei Wu , Dingzi Guo , Rongmei Liang , Zhimin Zhang

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

Optimization and Control · Mathematics 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Optimization and Control · Mathematics 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

We formulate an Alternating Direction Method of Mul-tipliers (ADMM) that systematically distributes the computations of any technique for optimizing pairwise functions, including non-submodular potentials. Such discrete functions are very…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Jose Dolz , Ismail Ben Ayed , Christian Desrosiers

This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block…

Optimization and Control · Mathematics 2019-04-09 Idris Kempf , Paul J. Goulart , Stephen Duncan

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…

Numerical Analysis · Mathematics 2025-03-20 H. M. Verhelst , J. H. Den Besten , M. Möller

We propose a new method that uses deep learning techniques to accelerate the popular alternating direction method of multipliers (ADMM) solution for inverse problems. The ADMM updates consist of a proximity operator, a least squares…

Computer Vision and Pattern Recognition · Computer Science 2017-11-16 Qi Wei , Kai Fan , Lawrence Carin , Katherine A. Heller

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…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

In recent years, several convergent multi-block variants of the alternating direction method of multipliers (ADMM) have been proposed for solving the convex quadratic semidefinite programming via its dual, which is naturally a 3-block…

Optimization and Control · Mathematics 2018-07-06 Xiaokai Chang , Liang Chen , Sanyang Liu

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…

Robotics · Computer Science 2026-03-13 Lukas Pries , Jon Arrizabalaga , Zachary Manchester , Markus Ryll

The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Fengmin Xu , Hongchao Zhang

The rapid rise in demand for training large neural network architectures has brought into focus the need for partitioning strategies, for example by using data, model, or pipeline parallelism. Implementing these methods is increasingly…

The Potts model has many applications. It is equivalent to some min-cut and max-flow models. Primal-dual algorithms have been used to solve these problems. Due to the special structure of the models, convergence proof is still a difficult…

Optimization and Control · Mathematics 2020-04-24 Hongpeng Sun , Xuecheng Tai , Jing Yuan