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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

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

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

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

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

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

最优化与控制 · 数学 2015-08-11 Deren Han , Defeng Sun , Liwei 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

In this paper, we consider a proximal linearized alternating direction method of multipliers (PL-ADMM) for solving linearly constrained nonconvex and possibly nonsmooth optimization problems. The algorithm is generalized by using variable…

最优化与控制 · 数学 2021-07-06 Maryam Yashtini

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

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

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

最优化与控制 · 数学 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

数值分析 · 计算机科学 2015-12-08 Ying Zhang

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

This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…

最优化与控制 · 数学 2026-01-06 Yuan Zhou , Xinli Shi , Luyao Guo , Jinde Cao , Mahmoud Abdel-Aty

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

最优化与控制 · 数学 2025-06-24 Bowen Li , Ya-xiang Yuan

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

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

最优化与控制 · 数学 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

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

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

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
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