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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

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

最优化与控制 · 数学 2024-07-04 Boran Wang

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

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

最优化与控制 · 数学 2014-09-15 Huahua Wang , Arindam Banerjee , Zhi-Quan Luo

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

最优化与控制 · 数学 2020-03-24 Kresimir Mihic , Mingxi Zhu , Yinyu Ye

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 recent years, several convergent multi-block variants of the alternating direction method of multipliers (ADMM) have been proposed for solving the convex quadratic semidefinite programming via its dual, which is naturally a 3-block…

最优化与控制 · 数学 2018-07-06 Xiaokai Chang , Liang Chen , Sanyang Liu

In this paper, we propose a novel trajectory optimization algorithm for mobile manipulators under end-effector path, collision avoidance and various kinematic constraints. Our key contribution lies in showing how this highly non-linear and…

机器人学 · 计算机科学 2019-04-23 Arun Kumar Singh , Andrei Ahonen , Reza Ghabcheloo , Andreas Muller

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

Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…

最优化与控制 · 数学 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

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

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

数值分析 · 数学 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…

最优化与控制 · 数学 2020-08-05 Jiawei Zhang , Zhi-Quan Luo

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

最优化与控制 · 数学 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7]…

最优化与控制 · 数学 2015-05-20 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

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

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 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 objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

最优化与控制 · 数学 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

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