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This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

最优化与控制 · 数学 2024-07-04 Boran Wang

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

最优化与控制 · 数学 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

最优化与控制 · 数学 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

This paper presents a hierarchical federated learning (FL) framework that extends the alternating direction method of multipliers (ADMM) with smoothing techniques, tailored for non-convex and non-smooth objectives. Unlike traditional…

机器学习 · 计算机科学 2025-03-13 Reza Mirzaeifard , Stefan Werner

Recently, semidefinite programming performance estimation has been employed as a strong tool for the worst-case performance analysis of first order methods. In this paper, we derive new non-ergodic convergence rates for the alternating…

最优化与控制 · 数学 2023-05-25 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

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

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

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 (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

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

最优化与控制 · 数学 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

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

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

最优化与控制 · 数学 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

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

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we…

数值分析 · 计算机科学 2016-07-12 Canyi Lu , Jiashi Feng , Shuicheng Yan , Zhouchen Lin

Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…

机器学习 · 统计学 2018-09-12 Lei Guan , Linbo Qiao , Dongsheng Li , Tao Sun , Keshi Ge , Xicheng Lu

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

分布式、并行与集群计算 · 计算机科学 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

In this paper, we study a constrained minimization problem that arise from materials science to determine the dislocation (line defect) structure of grain boundaries. The problems aims to minimize the energy of the grain boundary with…

最优化与控制 · 数学 2024-12-24 Yue Wu , Luchan Zhang , Yang Xiang

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

In recent years, although the Alternating Direction Method of Multipliers (ADMM) has been empirically applied widely to many multi-convex applications, delivering an impressive performance in areas such as nonnegative matrix factorization…

最优化与控制 · 数学 2022-02-01 Junxiang Wang , Liang Zhao

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