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This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

最优化与控制 · 数学 2025-04-01 Ganzhao Yuan

In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…

最优化与控制 · 数学 2026-05-18 Weihua Deng , Haiming Song , Hao Wang , Jinda Yang

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 solve the compressive sensing problem via convolutional factor analysis, where the convolutional dictionaries are learned {\em in situ} from the compressed measurements. An alternating direction method of multipliers (ADMM) paradigm for…

机器学习 · 统计学 2017-01-12 Xin Yuan , Yunchen Pu , Lawrence Carin

This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating…

最优化与控制 · 数学 2022-03-16 Stuart M. Harwood

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

机器学习 · 计算机科学 2013-08-19 Leon Wenliang Zhong , James T. Kwok

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) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…

最优化与控制 · 数学 2024-02-08 Rina Foygel Barber , Emil Y. Sidky

In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

最优化与控制 · 数学 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

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

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

最优化与控制 · 数学 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

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

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

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

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

最优化与控制 · 数学 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…

最优化与控制 · 数学 2021-12-21 Jianchao Bai , Deren Han , Hao Sun , Hongchao Zhang

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

最优化与控制 · 数学 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

最优化与控制 · 数学 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…

最优化与控制 · 数学 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

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