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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

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

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

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

最优化与控制 · 数学 2018-05-31 Yu Wang , Wotao Yin , Jinshan Zeng

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 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

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

图形学 · 计算机科学 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

最优化与控制 · 数学 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

最优化与控制 · 数学 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

最优化与控制 · 数学 2019-03-07 Yan Gu , Nobuo Yamashita

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

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

Alternating Direction Method of Multipliers (ADMM) has become a widely used optimization method for convex problems, particularly in the context of data mining in which large optimization problems are often encountered. ADMM has several…

机器学习 · 统计学 2019-07-11 Andre Goncalves , Xiaoli Liu , Arindam Banerjee

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

最优化与控制 · 数学 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

We consider three challenges in multi-block Alternating Direction Method of Multipliers (ADMM): building convergence conditions for ADMM with any block (variable) sequence, finding available block sequences to be fit for ADMM, and designing…

系统与控制 · 计算机科学 2018-03-06 Jun Li , Hongfu Liu , Yue Wu , Yun Fu

In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…

最优化与控制 · 数学 2025-03-04 Lahcen El Bourkhissi , Ion Necoara

We present the Alternating Direction Method of Multipliers for Performance Boosting (ADMM-PB), an approach to design performance boosting controllers for stable or pre-stabilized nonlinear systems, while explicitly seeking input and state…

系统与控制 · 电气工程与系统科学 2025-11-05 Gianluca Giacomelli , Danilo Saccani , Siep Weiland , Giancarlo Ferrari-Trecate , Valentina Breschi

This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…

多智能体系统 · 计算机科学 2021-01-05 Xiaoxue Zhang , Zilong Cheng , Jun Ma , Sunan Huang , Frank L. Lewis , Tong Heng Lee

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

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

最优化与控制 · 数学 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu