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相关论文: A Convergent $3$-Block Semi-Proximal ADMM for Conv…

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The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

最优化与控制 · 数学 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

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

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

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

最优化与控制 · 数学 2015-02-12 Li Shen , Shaohua Pan

This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…

最优化与控制 · 数学 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

最优化与控制 · 数学 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

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…

最优化与控制 · 数学 2014-09-10 Xudong Li , Defeng Sun , Kim-Chuan Toh

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) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence properties of the standard ADMM for minimizing the sum of $N$…

最优化与控制 · 数学 2015-07-10 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

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

We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…

最优化与控制 · 数学 2013-03-27 Mingyi Hong , Zhi-Quan Luo

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

最优化与控制 · 数学 2025-04-01 Ganzhao Yuan

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

最优化与控制 · 数学 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

The alternating direction method of multipliers (ADMM) has been successfully applied to solve structured convex optimization problems due to its superior practical performance. The convergence properties of the 2-block ADMM have been…

最优化与控制 · 数学 2018-01-19 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

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

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…

最优化与控制 · 数学 2018-07-06 Xiaokai Chang , Liang Chen , Sanyang Liu

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

最优化与控制 · 数学 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

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

The alternating direction method of multipliers (ADMM) proposed by Glowinski and Marrocco is a benchmark algorithm for two-block separable convex optimization problems with linear equality constraints. It has been modified, specified, and…

最优化与控制 · 数学 2021-07-15 Bingsheng He , Shengjie Xu , Xiaoming Yuan

The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7]…

最优化与控制 · 数学 2015-05-20 Tianyi Lin , Shiqian Ma , Shuzhong Zhang
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