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This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

机器学习 · 计算机科学 2024-06-27 Alireza Olama , Andreas Lundell , Jan Kronqvist , Elham Ahmadi , Eduardo Camponogara

In this paper, we study a dynamic version of the sharing problem, in which a dynamic system cost function composed of time-variant local costs of subsystems and a shared time-variant cost of the whole system is minimized. A dynamic…

最优化与控制 · 数学 2017-03-16 Xuanyu Cao , K. J. Ray Liu

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 work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…

最优化与控制 · 数学 2021-04-27 Wei Jiang , Andreas Grammenos , Evangelia Kalyvianaki , Themistoklis Charalambous

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…

分布式、并行与集群计算 · 计算机科学 2020-10-05 Hao Chen , Yu Ye , Ming Xiao , Mikael Skoglund , H. Vincent Poor

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

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

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, 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

We consider the stochastic composition optimization problem proposed in \cite{wang2017stochastic}, which has applications ranging from estimation to statistical and machine learning. We propose the first ADMM-based algorithm named…

机器学习 · 计算机科学 2017-05-23 Yue Yu , Longbo Huang

A method for quasistatic cohesive fracture is introduced that uses an alternating direction method of multipliers (ADMM) to implement an energy approach to cohesive fracture. The ADMM algorithm minimizes a non-smooth, non-convex potential…

数值分析 · 数学 2022-02-15 James Petrie , M. Reza Hirmand , Katerina D. Papoulia

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

Transform Invariant Low-Rank Textures, referred to as TILT, can accurately and robustly extract textural or geometric information in a 3D from user-specified windows in 2D in spite of significant corruptions and warping. It was discovered…

最优化与控制 · 数学 2018-01-04 Yanyun Ding , Yunhai Xiao

Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…

最优化与控制 · 数学 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

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

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

最优化与控制 · 数学 2026-01-15 Leandro Farias Maia

We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…

最优化与控制 · 数学 2017-06-21 Alnur Ali , Eric Wong , J. Zico Kolter

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 sparse estimation, such as fused lasso and convex clustering, we apply either the proximal gradient method or the alternating direction method of multipliers (ADMM) to solve the problem. It takes time to include matrix division in the…

最优化与控制 · 数学 2022-03-29 Ryosuke Shimmura , Joe Suzuki

Alternating Direction Method of Multipliers (ADMM) has become a widely used optimization method for convex problems, particularly in the context of data mining in which large optimization problems are often encountered. ADMM has several…

机器学习 · 统计学 2019-07-11 Andre Goncalves , Xiaoli Liu , Arindam Banerjee