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相关论文: Inexact indefinite proximal ADMMs for 2-block sepa…

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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

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

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

In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…

最优化与控制 · 数学 2025-03-04 Lahcen El Bourkhissi , Ion Necoara

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

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 present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

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

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

最优化与控制 · 数学 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

最优化与控制 · 数学 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…

最优化与控制 · 数学 2019-07-01 Yan Gu , Nobuo Yamashita

Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…

最优化与控制 · 数学 2020-05-05 Yongcun Song , Xiaoming Yuan , Hangrui Yue

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

最优化与控制 · 数学 2025-06-24 Bowen Li , Ya-xiang Yuan

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

Multi-block separable convex problems recently received considerable attention. This class of optimization problems minimizes a separable convex objective function with linear constraints. The algorithmic challenges come from the fact that…

最优化与控制 · 数学 2016-08-18 Qia Li , Yuesheng Xu , Na Zhang

This paper aims to study a majorized alternating direction method of multipliers with indefinite proximal terms (iPADMM) for convex composite optimization problems. We show that the majorized iPADMM for 2-block convex optimization problems…

最优化与控制 · 数学 2018-02-08 Ning Zhang , Jia Wu , Liwei Zhang

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

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

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

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
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