相关论文: Converting ADMM to a Proximal Gradient for Efficie…

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

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…

In this paper, we consider a broad class of nonsmooth and nonconvex fractional programs, where the numerator can be written as the sum of a continuously differentiable convex function whose gradient is Lipschitz continuous and a proper…

This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…

Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…

In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…

Convolutional sparse coding improves on the standard sparse approximation by incorporating a global shift-invariant model. The most efficient convolutional sparse coding methods are based on the alternating direction method of multipliers…

We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…

We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…

We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-implement gradient descent step in this algorithm, a crucial…

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…

We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…

Cluster analysis organizes data into sensible groupings and is one of fundamental modes of understanding and learning. The widely used K-means and hierarchical clustering methods can be dramatically suboptimal due to local minima. Recently…

We present an Alternating Direction Method of Multipliers (ADMM) algorithm designed to solve the Weighted Generalized Fused LASSO Signal Approximator (wFLSA). First, we show that wFLSAs can always be reformulated as a Generalized LASSO…

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…

Accelerated proximal gradient methods, which are also called fast iterative shrinkage-thresholding algorithms (FISTA) are known to be efficient for many applications. Recently, Tanabe et al. proposed an extension of FISTA for multiobjective…

We consider the stochastic composition optimization problem proposed in \cite{wang2017stochastic}, which has applications ranging from estimation to statistical and machine learning. We propose the first ADMM-based algorithm named…

In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed…