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We propose an alternating direction method of multipliers (ADMM) to solve an optimization problem stemming from inverse lithography. The objective functional of the optimization problem includes three terms: the misfit between the imaging…

数值分析 · 数学 2026-04-21 Junqing Chen , Haibo Liu

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…

最优化与控制 · 数学 2018-12-11 Jianchao Bai , Jicheng Li , Fengmin Xu , Hongchao Zhang

We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…

最优化与控制 · 数学 2014-12-31 Miguel Á. Carreira-Perpiñán

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

最优化与控制 · 数学 2015-02-12 Li Shen , Shaohua Pan

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

机器学习 · 计算机科学 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

最优化与控制 · 数学 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

Recently, the alternating direction method of multipliers (ADMM) has found many efficient applications in various areas; and it has been shown that the convergence is not guaranteed when it is directly extended to the multiple-block case of…

最优化与控制 · 数学 2016-11-15 Min Tao , Xiaoming Yuan

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

最优化与控制 · 数学 2021-12-15 Andrew Butler , Roy Kwon

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

信息论 · 计算机科学 2014-12-19 Mingyi Hong

This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant…

最优化与控制 · 数学 2017-05-23 Jefferson G. Melo , Renato D. C. Monteiro

In this paper, we establish the convergence properties for a majorized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization problems whose objectives contain coupled functions. Our convergence…

最优化与控制 · 数学 2017-01-18 Ying Cui , Xudong Li , Defeng Sun , Kim-Chuan Toh

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.…

最优化与控制 · 数学 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

The alternating direction method of multipliers (ADMM) has found widespread use in solving separable convex optimization problems. In this paper, by employing Nesterov extrapolation technique, we propose two families of accelerated…

最优化与控制 · 数学 2024-05-13 X. He , N. J. Huang , Y. P. Fang

This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…

最优化与控制 · 数学 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

最优化与控制 · 数学 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

The alternating direction method of multipliers (ADMM) has been successfully applied to solve structured convex optimization problems due to its superior practical performance. The convergence properties of the 2-block ADMM have been…

最优化与控制 · 数学 2018-01-19 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

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…

机器学习 · 计算机科学 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

We are presenting a modification of the well-known Alternating Direction Method of Multipliers (ADMM) algorithm with additional preconditioning that aims at solving convex optimisation problems with nonlinear operator constraints.…

数值分析 · 数学 2020-02-13 Martin Benning , Florian Knoll , Carola-Bibiane Schönlieb , Tuomo Valkonen

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…

最优化与控制 · 数学 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

This paper introduces a general framework for solving constrained convex quaternion optimization problems in the quaternion domain. To soundly derive these new results, the proposed approach leverages the recently developed generalized…

最优化与控制 · 数学 2022-01-26 Julien Flamant , Sebastian Miron , David Brie