相关论文: Extended Gauss-Newton and ADMM-Gauss-Newton Algori…
We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…
The Gauss-Newton algorithm is a popular and efficient centralized method for solving non-linear least squares problems. In this paper, we propose a multi-agent distributed version of this algorithm, named Gossip-based Gauss-Newton (GGN)…
The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…
We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…
First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…
The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…
Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…
In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…
We consider a class of Riemannian optimization problems where the objective is the sum of a smooth function and a nonsmooth function, considered in the ambient space. This class of problems finds important applications in machine learning…
We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…
In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…
Although the performance of popular optimization algorithms such as Douglas-Rachford splitting (DRS) and the ADMM is satisfactory in small and well-scaled problems, ill conditioning and problem size pose a severe obstacle to their reliable…
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,…
This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…
Many modern machine learning algorithms such as generative adversarial networks (GANs) and adversarial training can be formulated as minimax optimization. Gradient descent ascent (GDA) is the most commonly used algorithm due to its…
In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…