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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…

最优化与控制 · 数学 2016-04-12 William W. Hager , Hongchao Zhang

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

最优化与控制 · 数学 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

最优化与控制 · 数学 2021-04-02 Yang Yang , Yuchao Tang

We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…

机器人学 · 计算机科学 2023-02-28 Ruiqi Ni , Zherong Pan , Xifeng Gao

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…

最优化与控制 · 数学 2020-09-15 Martina Cerulli , Marianna De Santis , Elisabeth Gaar , Angelika Wiegele

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…

最优化与控制 · 数学 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

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

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

Alternating direction method of multiplier (ADMM) is a popular method used to design distributed versions of a machine learning algorithm, whereby local computations are performed on local data with the output exchanged among neighbors in…

机器学习 · 计算机科学 2018-06-07 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

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…

最优化与控制 · 数学 2025-09-25 Harsh Choudhary , Sven Leyffer , Dominic Yang

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…

分布式、并行与集群计算 · 计算机科学 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

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…

最优化与控制 · 数学 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

图形学 · 计算机科学 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

最优化与控制 · 数学 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

最优化与控制 · 数学 2018-05-31 Yu Wang , Wotao Yin , Jinshan Zeng

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

最优化与控制 · 数学 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…

机器学习 · 统计学 2014-06-10 Peilin Zhao , Jinwei Yang , Tong Zhang , Ping Li

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

最优化与控制 · 数学 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

最优化与控制 · 数学 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we…

数值分析 · 计算机科学 2016-07-12 Canyi Lu , Jiashi Feng , Shuicheng Yan , Zhouchen Lin