中文
相关论文

相关论文: Variants of alternating minimization method with s…

200 篇论文

The Alternating Minimization Algorithm (AMA) has been proposed by Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be…

最优化与控制 · 数学 2018-06-04 Sandy Bitterlich , Radu Ioan Bot , Ernö Robert Csetnek , Gert Wanka

In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…

机器学习 · 计算机科学 2022-06-28 Jingyuan Xia , Shengxi Li , Jun-Jie Huang , Imad Jaimoukha , Deniz Gunduz

We address the problem of solving mixed random linear equations. We have unlabeled observations coming from multiple linear regressions, and each observation corresponds to exactly one of the regression models. The goal is to learn the…

机器学习 · 统计学 2020-08-13 Avishek Ghosh , Kannan Ramchandran

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 minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

最优化与控制 · 数学 2021-09-16 Sergey Guminov , Pavel Dvurechensky , Nazarii Tupitsa , Alexander Gasnikov

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 consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…

最优化与控制 · 数学 2023-10-11 Qinian Jin

The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…

数值分析 · 数学 2017-04-21 Sören Bartels , Marijo Milicevic

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

最优化与控制 · 数学 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

{We consider alternating minimization procedures for convex optimization problems with variable divided in many block, each block being amenable for minimization with respect to its variable with freezed other variables blocks. In the case…

最优化与控制 · 数学 2020-06-30 Nazarii Tupitsa , Pavel Dvurechensky , Alexander Gasnikov , Sergey Guminov

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

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

系统与控制 · 计算机科学 2016-11-15 Tsung-Hui Chang

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

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

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

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

We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…

最优化与控制 · 数学 2019-02-26 Wooseok Ha , Rina Foygel Barber

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

最优化与控制 · 数学 2021-08-13 Xuyang Wu , Jie Lu

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
‹ 上一页 1 2 3 10 下一页 ›