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The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

最优化与控制 · 数学 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

最优化与控制 · 数学 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…

数值分析 · 数学 2017-04-21 Sören Bartels , Marijo Milicevic

The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…

最优化与控制 · 数学 2022-08-19 Sedi Bartz , Rubén Campoy , Hung M. Phan

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…

最优化与控制 · 数学 2021-03-17 Junxiang Wang , Liang Zhao

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…

最优化与控制 · 数学 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

最优化与控制 · 数学 2016-04-12 William W. Hager , Hongchao Zhang

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

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

最优化与控制 · 数学 2026-02-27 Zhengjie Xiong , Yangyang Xu

The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…

最优化与控制 · 数学 2019-12-02 Clarice Poon , Jingwei Liang

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…

最优化与控制 · 数学 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…

最优化与控制 · 数学 2013-08-27 Xiangfeng Wang , Mingyi Hong , Shiqian Ma , Zhi-Quan Luo

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

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

最优化与控制 · 数学 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

最优化与控制 · 数学 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…

最优化与控制 · 数学 2018-05-21 Vando A. Adona , Max L. N. Goncalves , Jefferson G. Melo

This paper studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…

最优化与控制 · 数学 2019-07-01 Yan Gu , Nobuo Yamashita

In this paper, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…

最优化与控制 · 数学 2026-03-13 Yutong Chao , Michal Ciebielski , Jalal Etesami , Majid Khadiv

From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse…

最优化与控制 · 数学 2023-11-23 Zisheng Liu , Ting Zhang

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
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