相关论文: Alternating direction algorithms for $\ell_0$ regu…

The present paper discusses the application of the recently proposed Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method to non-convex AC Optimal Power Flow Problems (OPF) in a distributed fashion. In contrast to the…

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Anderson Acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to…

In this paper, we propose the family of Iterative Methods with Adaptive Thresholding (IMAT) for sparsity promoting reconstruction of Delta Modulated (DM) voice signals. We suggest a novel missing sampling approach to delta modulation that…

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…

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…

Pointwise and ergodic iteration-complexity results for the proximal alternating direction method of multipliers (ADMM) for any stepsize in(0,(1+\sqrt{5})/2) have been recently established in the literature. In addition to giving alternative…

For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

In the present paper we propose a novel convergence analysis of the Alternating Direction Methods of Multipliers (ADMM), based on its equivalence with the overrelaxed Primal-Dual Hybrid Gradient (oPDHG) algorithm. We consider the smooth…

Accurate estimation of the Underwater acoustic (UWA) is a key part of underwater communications, especially for coherent systems. The severe multipath effects and large delay spreads make the estimation problem large-scale. The…

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

In this paper, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…

We consider the total variation (TV) minimization problem used for compressive sensing and solve it using the generalized alternating projection (GAP) algorithm. Extensive results demonstrate the high performance of proposed algorithm on…

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

In the rapidly evolving internet-of-things (IoT) ecosystem, effective data analysis techniques are crucial for handling distributed data generated by sensors. Addressing the limitations of existing methods, such as the sub-gradient…

In this paper, we propose a faster stochastic alternating direction method of multipliers (ADMM) for nonconvex optimization by using a new stochastic path-integrated differential estimator (SPIDER), called as SPIDER-ADMM. Moreover, we prove…

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…