相关论文: A note on the equivalence of operator splitting me…

Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fields. The transient or finite-time behavior of these systems…

This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

We consider the problem of non-smooth convex optimization with linear equality constraints, where the objective function is only accessible through its proximal operator. This problem arises in many different fields such as statistical…

We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers, but typically this approach suffers from poor scalability.…

The Peaceman--Rachford scheme is a commonly used splitting method for discretizing semilinear evolution equations, where the vector fields are given by the sum of one linear and one nonlinear dissipative operator. Typical examples of such…

We introduce a framework for quasi-Newton forward--backward splitting algorithms (proximal quasi-Newton methods) with a metric induced by diagonal $\pm$ rank-$r$ symmetric positive definite matrices. This special type of metric allows for a…

The Douglas-Rachford splitting algorithm was originally proposed in 1956 to solve a system of linear equations arising from the discretization of a partial differential equation. In 1979, Lions and Mercier brought forward a very powerful…

We propose a quasi-random operator splitting method for evolution equations driven by multiple mechanisms. The method uses a low-discrepancy sequence to generate the ordering of the subflows, while requiring only one application of each…

We introduce a robust optimization method for flip-free distortion energies used, for example, in parametrization, deformation, and volume correspondence. This method can minimize a variety of distortion energies, such as the symmetric…

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…

Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that the resolvents of the operators are available, this problem can be tackled with the…

This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…

In this work, we study fixed point algorithms for finding a zero in the sum of $n\geq 2$ maximally monotone operators by using their resolvents. More precisely, we consider the class of such algorithms where each resolvent is evaluated only…

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.…

The Douglas-Rachford and Peaceman-Rachford algorithms have been successfully employed to solve convex optimization problems, or more generally find zeros of monotone inclusions. Recently, the behaviour of these methods in the inconsistent…

In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…

This paper presents a tutorial on the Consensus Alternating Direction Method of Multipliers (Consensus ADMM) for distributed optimization, with a specific focus on applications in multi-robot systems. In this tutorial, we derive the…

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…

In this paper, we develop two energy-preserving splitting methods for solving three-dimensional stochastic Maxwell equations driven by multiplicative noise. We use operator splitting methods to decouple stochastic Maxwell equations into…

Recently, a Distribution Separation Method (DSM) is proposed for relevant feedback in information retrieval, which aims to approximate the true relevance distribution by separating a seed irrelevance distribution from the mixture one. While…