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The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and…

机器学习 · 计算机科学 2016-10-18 Shuai Zheng , James T. Kwok

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

最优化与控制 · 数学 2014-09-15 Huahua Wang , Arindam Banerjee , Zhi-Quan Luo

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…

机器学习 · 计算机科学 2025-02-03 Ouya Wang , Shenglong Zhou , Geoffrey Ye Li

In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…

数值分析 · 数学 2016-01-13 Yuling Jiao , Qinian Jin , Xiliang Lu , Weijie Wang

We propose an alternating direction method of multipliers (ADMM) to solve an optimization problem stemming from inverse lithography. The objective functional of the optimization problem includes three terms: the misfit between the imaging…

数值分析 · 数学 2026-04-21 Junqing Chen , Haibo Liu

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…

机器学习 · 计算机科学 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

Bregman parallel direction method of multipliers (BPDMM) efficiently solves distributed optimization over a network, which arises in a wide spectrum of collaborative multi-agent learning applications. In this paper, we generalize BPDMM to…

最优化与控制 · 数学 2019-03-05 Yue Yu , Behçet Açıkmeşe

The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…

最优化与控制 · 数学 2021-02-02 Ming Yan , Wotao Yin

In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…

最优化与控制 · 数学 2013-08-27 Xiangfeng Wang , Mingyi Hong , Shiqian Ma , Zhi-Quan Luo

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

最优化与控制 · 数学 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

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…

最优化与控制 · 数学 2015-05-13 Fenghui Wang , Wenfei Cao , Zongben Xu

We give a general proof of convergence for the Alternating Direction Method of Multipliers (ADMM). ADMM is an optimization algorithm that has recently become very popular due to its capabilities to solve large-scale and/or distributed…

最优化与控制 · 数学 2011-12-13 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

最优化与控制 · 数学 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu

In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…

最优化与控制 · 数学 2017-07-27 Feihu Huang , Songcan Chen , Zhaosong Lu

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

计算机视觉与模式识别 · 计算机科学 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

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…

最优化与控制 · 数学 2015-05-29 Artiom Kovnatsky , Klaus Glashoff , Michael M. Bronstein

The alternating direction method of multipliers (ADMM) is a most widely used optimization scheme for solving linearly constrained separable convex optimization problems. The convergence of the ADMM can be guaranteed when the dual step…

最优化与控制 · 数学 2020-06-23 Guoyong Gu , Junfeng Yang

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

机器学习 · 计算机科学 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

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…

最优化与控制 · 数学 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating…

最优化与控制 · 数学 2022-03-16 Stuart M. Harwood