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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

A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…

最优化与控制 · 数学 2022-03-31 Shiru Li , Yong Xia , Tao 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

This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…

统计计算 · 统计学 2023-12-05 Cheng Wang , Haozhe Chen , Binyan Jiang

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

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

Using inverse planning tools to create radiotherapy treatment plans is an iterative process, where clinical trade-offs are explored by changing the relative importance of different objectives and rerunning the optimizer until a desirable…

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

密码学与安全 · 计算机科学 2018-10-09 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

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

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

系统与控制 · 计算机科学 2016-11-15 Tsung-Hui Chang

Complex ADMM-Net, a complex-valued neural network architecture inspired by the alternating direction method of multipliers (ADMM), is designed for interference removal in super-resolution stepped frequency radar angle-range-doppler imaging.…

信号处理 · 电气工程与系统科学 2021-07-07 Jeremy Johnston , Yinchuan Li , Marco Lops , Xiaodong Wang

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

机器学习 · 计算机科学 2019-10-11 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

最优化与控制 · 数学 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

最优化与控制 · 数学 2024-01-10 Renyuan Ni

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

One of the crucial issues in federated learning is how to develop efficient optimization algorithms. Most of the current ones require full device participation and/or impose strong assumptions for convergence. Different from the widely-used…

最优化与控制 · 数学 2023-09-26 Shenglong Zhou , Geoffrey Ye Li

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

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

最优化与控制 · 数学 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

最优化与控制 · 数学 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon

The idea of embedding optimization problems into deep neural networks as optimization layers to encode constraints and inductive priors has taken hold in recent years. Most existing methods focus on implicitly differentiating…

机器学习 · 计算机科学 2023-04-25 Haixiang Sun , Ye Shi , Jingya Wang , Hoang Duong Tuan , H. Vincent Poor , Dacheng Tao