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Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

机器学习 · 计算机科学 2013-07-11 Huahua Wang , Arindam Banerjee

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

We propose a novel penalty method framework for the non-self-adjoint topology optimization problems, taking compliant mechanism problems as an example, by incorporating a convex nonlocal perimeter approximation scheme. We rigorously analyze…

最优化与控制 · 数学 2026-03-03 Wei Gong , Yuanda Ye

The alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various convex or nonconvex composite problems that arise in the fields of image & signal processing and machine…

最优化与控制 · 数学 2014-12-08 Fenghui Wang , Zongben Xu , Hong-Kun Xu

As second-order methods, Gauss--Newton-type methods can be more effective than first-order methods for the solution of nonsmooth optimization problems with expensive-to-evaluate smooth components. Such methods, however, often do not…

最优化与控制 · 数学 2020-09-01 Jyrki Jauhiainen , Petri Kuusela , Aku Seppänen , Tuomo Valkonen

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

机器学习 · 统计学 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…

数值分析 · 数学 2016-01-13 Yuling Jiao , Qinian Jin , Xiliang Lu , Weijie Wang

We consider gradient-related methods for low-rank matrix optimization with a smooth cost function. The methods operate on single factors of the low-rank factorization and share aspects of both alternating and Riemannian optimization. Two…

最优化与控制 · 数学 2025-05-06 Guillaume Olikier , André Uschmajew , Bart Vandereycken

An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…

机器学习 · 计算机科学 2025-11-13 Semih Cayci

In this paper, we consider a multi-block generalized alternating direction method of multiplier (GADMM) algorithm for minimizing a linearly constrained separable nonconvex and possibly nonsmooth optimization problem. The GADMM generalizes…

最优化与控制 · 数学 2021-09-02 Maryam Yashtini

In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square methods. The motive behind this approach was to conduct a method…

机器学习 · 计算机科学 2020-09-08 Seyedeh Niusha Alavi Foumani , Ce Guo , Wayne Luk

In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…

最优化与控制 · 数学 2026-05-19 Hong Zhu

In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with…

最优化与控制 · 数学 2020-01-14 Bangti Jin , Tomoya Takeuchi

In this paper, we consider variants of Newton-MR algorithm for solving unconstrained, smooth, but non-convex optimization problems. Unlike the overwhelming majority of Newton-type methods, which rely on conjugate gradient algorithm as the…

最优化与控制 · 数学 2023-10-02 Yang Liu , Fred Roosta

Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…

最优化与控制 · 数学 2016-09-21 Kejun Huang , Nicholas D. Sidiropoulos

Group-prior based regularization method has led to great successes in various image processing tasks, which can usually be considered as a low-rank matrix minimization problem. As a widely used surrogate function of low-rank, the nuclear…

图像与视频处理 · 电气工程与系统科学 2020-05-26 Yunyi Li , Fei Dai , Yu Zhao , Xiefeng Cheng , Guan Gui

In this paper, we study the local convergence of the standard ADMM scheme for a class of nonconvex composite problems arising from modern imaging and machine learning models. This problem is constrained by a closed convex set, while its…

最优化与控制 · 数学 2026-03-24 Xiyuan Xie , Lihua Yang , Qia li

Alternating Direction Method of Multiplier (ADMM) has been a popular algorithmic framework for separable optimization problems with linear constraints. For numerical ADMM fail to exploit the particular structure of the problem at hand nor…

计算机视觉与模式识别 · 计算机科学 2021-09-07 Risheng Liu , Pan Mu , Jin Zhang

In this paper, we present a distributed algorithm for the reconstruction of large-scale nonlinear networks. In particular, we focus on the identification from time-series data of the nonlinear functional forms and associated parameters of…

最优化与控制 · 数学 2014-03-31 Wei Pan , Aivar Sootla , Guy-Bart Stan

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

系统与控制 · 电气工程与系统科学 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet