中文
相关论文

相关论文: A Semismooth Newton Method for Fast, Generic Conve…

200 篇论文

The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…

最优化与控制 · 数学 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

This paper proposes SMADMM, a single-loop Stochastic Momentum Alternating Direction Method of Multipliers for solving a class of nonconvex and nonsmooth composite optimization problems. SMADMM achieves the optimal oracle complexity of…

最优化与控制 · 数学 2025-04-22 Kangkang Deng , Shuchang Zhang , Boyu Wang , Jiachen Jin , Juan Zhou , Hongxia Wang

We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…

最优化与控制 · 数学 2025-06-27 El Mahdi Chayti , Nikita Doikov , Martin Jaggi

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

系统与控制 · 计算机科学 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

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

In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…

最优化与控制 · 数学 2024-12-10 Defeng Sun , Yancheng Yuan , Guojun Zhang , Xinyuan Zhao

In the fields of statistics, machine learning, image science, and related areas, there is an increasing demand for decentralized collection or storage of large-scale datasets, as well as distributed solution methods. To tackle this…

最优化与控制 · 数学 2024-01-17 Bowen Li , Bin Shi

This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…

最优化与控制 · 数学 2018-01-23 Yamin Wang , Lei Wu , Jie Li

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

机器学习 · 计算机科学 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke's generalized Jacobian of the…

最优化与控制 · 数学 2024-01-10 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

Transform Invariant Low-Rank Textures, referred to as TILT, can accurately and robustly extract textural or geometric information in a 3D from user-specified windows in 2D in spite of significant corruptions and warping. It was discovered…

最优化与控制 · 数学 2018-01-04 Yanyun Ding , Yunhai Xiao

As an extension of the alternating direction method of multipliers (ADMM), the semi-proximal ADMM (sPADMM) has been widely used in various fields due to its flexibility and robustness. In this paper, we first show that the two-block sPADMM…

最优化与控制 · 数学 2025-05-28 Peng Liu , Liang Chen , Minru Bai

The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence properties of the standard ADMM for minimizing the sum of $N$…

最优化与控制 · 数学 2015-07-10 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

We propose a new relative-error inexact version of the alternating direction method of multipliers (ADMM) for convex optimization. We prove the asymptotic convergence of our main algorithm as well as pointwise and ergodic…

最优化与控制 · 数学 2024-09-17 M. Marques Alves , M. Geremia

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

信号处理 · 电气工程与系统科学 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

Weight pruning methods for deep neural networks (DNNs) have been investigated recently, but prior work in this area is mainly heuristic, iterative pruning, thereby lacking guarantees on the weight reduction ratio and convergence time. To…

神经与进化计算 · 计算机科学 2018-10-23 Tianyun Zhang , Shaokai Ye , Kaiqi Zhang , Jian Tang , Wujie Wen , Makan Fardad , Yanzhi Wang

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

信号处理 · 电气工程与系统科学 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai

To solve the separable convex optimization problem with linear constraints, Eckstein and Bertsekas introduced the generalized alternating direction method of multipliers (in short, GADMM), which is an efficient and simple acceleration…

最优化与控制 · 数学 2022-11-17 Jianwen Peng , Dexi Liu , Xueqing Zhang , Jen-Chih Yao

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…

最优化与控制 · 数学 2020-08-12 Feihu Huang , Songcan Chen , Heng Huang

The ADMM-based interior point (ABIP, Lin et al. 2021) method is a hybrid algorithm that effectively combines interior point method (IPM) and first-order methods to achieve a performance boost in large-scale linear optimization. Different…