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相关论文: A general inertial proximal point method for mixed…

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We consider a class of structured, nonconvex, nonsmooth optimization problems under orthogonality constraints, where the objectives combine a smooth function, a nonsmooth concave function, and a nonsmooth weakly convex function. This class…

最优化与控制 · 数学 2025-01-14 Ganzhao Yuan

The objective of this research is to explore a convex feasibility problem, which consists of a monotone variational inequality problem and a fixed point problem. We introduce four inertial extragradient algorithms that are motivated by the…

最优化与控制 · 数学 2021-07-27 Bing Tan , Jingjing Fan , Xiaolong Qin

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

机器学习 · 计算机科学 2020-05-19 Zonghao Huang , Yanmin Gong

In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…

分布式、并行与集群计算 · 计算机科学 2024-02-20 Richard Heusdens , Guoqiang Zhang

This paper is concerned with two-block separable convex minimization problems with linear constraints, for which it is either impossible or too expensive to obtain the exact solutions of the subproblems involved in the proximal ADMM…

最优化与控制 · 数学 2015-07-30 Li Shen , Shaohua Pan

In this paper, we propose two parallel extragradient - viscosity methods for finding a particular element in the common solution set of a system of equilibrium problems and finitely many fixed point problems. This particular point is the…

最优化与控制 · 数学 2016-03-08 Dang Van Hieu

We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…

最优化与控制 · 数学 2021-10-01 Yichuan Li , Yonghai Gong , Nikolaos M. Freris , Petros Voulgaris , Dusan Stipanovic

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…

最优化与控制 · 数学 2024-05-13 X. He , N. J. Huang , Y. P. Fang

In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…

最优化与控制 · 数学 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

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…

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

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…

最优化与控制 · 数学 2018-12-11 Jianchao Bai , Jicheng Li , Fengmin Xu , Hongchao Zhang

We consider a network of agents that are cooperatively solving a global optimization problem, where the objective function is the sum of privately known local objective functions of the agents and the decision variables are coupled via…

最优化与控制 · 数学 2013-08-01 Ermin Wei , Asuman Ozdaglar

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

最优化与控制 · 数学 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

In this paper, we introduce an inertial version of the Proximal Incremental Aggregated Gradient method (PIAG) for minimizing the sum of smooth convex component functions and a possibly nonsmooth convex regularization function.…

最优化与控制 · 数学 2017-12-19 Xiaoya Zhang , Wei Peng , Hui Zhang , Wei Zhu

This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

机器学习 · 计算机科学 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…

系统与控制 · 电气工程与系统科学 2020-02-26 Towfiq Rahman , Zhihua Qu , Toru Namerikawa

By enabling the nodes or agents to solve small-sized subproblems to achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While for convex problems, substantial…

最优化与控制 · 数学 2022-08-24 Yu Yang , Qing-Shan Jia , Zhanbo Xu , Xiaohong Guan , Costas J. Spanos

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…

最优化与控制 · 数学 2015-05-26 Tianyi Lin , Shiqian Ma , Shuzhong Zhang