中文
相关论文

相关论文: Efficient differentiable quadratic programming lay…

200 篇论文

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

最优化与控制 · 数学 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

分布式、并行与集群计算 · 计算机科学 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng 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 investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…

系统与控制 · 电气工程与系统科学 2022-09-09 Chuangchuang Sun

Distributed optimization is fundamental to large-scale machine learning and control applications. Among existing methods, the alternating direction method of multipliers (ADMM) has gained popularity due to its strong convergence guarantees…

机器学习 · 计算机科学 2026-04-15 Henri Doerks , Paul Häusner , Daniel Hernández Escobar , Jens Sjölund

In this paper, we discuss a family of robust, high-dimensional regression models for quantile and composite quantile regression, both with and without an adaptive lasso penalty for variable selection. We reformulate these quantile…

统计计算 · 统计学 2020-06-29 Matthew Pietrosanu , Jueyu Gao , Linglong Kong , Bei Jiang , Di Niu

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…

分布式、并行与集群计算 · 计算机科学 2022-08-24 Yu Yang , Xiaohong Guan , Qing-Shan Jia , Liang Yu , Bolun Xu , Costas J. Spanos

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…

机器学习 · 统计学 2025-03-11 Canyi Chen , Nan Qiao , Liping Zhu

A method for quasistatic cohesive fracture is introduced that uses an alternating direction method of multipliers (ADMM) to implement an energy approach to cohesive fracture. The ADMM algorithm minimizes a non-smooth, non-convex potential…

数值分析 · 数学 2022-02-15 James Petrie , M. Reza Hirmand , Katerina D. Papoulia

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

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

There is an ongoing effort to develop tools that apply distributed computational resources to tackle large problems or reduce the time to solve them. In this context, the Alternating Direction Method of Multipliers (ADMM) arises as a method…

分布式、并行与集群计算 · 计算机科学 2016-03-09 Ning Hao , AmirReza Oghbaee , Mohammad Rostami , Nate Derbinsky , José Bento

We address distributed learning problems over undirected networks. Specifically, we focus on designing a novel ADMM-based algorithm that is jointly computation- and communication-efficient. Our design guarantees computational efficiency by…

机器学习 · 计算机科学 2026-01-21 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

信号处理 · 电气工程与系统科学 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…

最优化与控制 · 数学 2021-02-01 Spyridon Pougkakiotis , John W. Pearson , Santolo Leveque , Jacek Gondzio

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

最优化与控制 · 数学 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

Robust machine learning is currently one of the most prominent topics which could potentially help shaping a future of advanced AI platforms that not only perform well in average cases but also in worst cases or adverse situations. Despite…

计算机视觉与模式识别 · 计算机科学 2019-12-06 Pu Zhao , Sijia Liu , Pin-Yu Chen , Nghia Hoang , Kaidi Xu , Bhavya Kailkhura , Xue Lin

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…

机器人学 · 计算机科学 2026-03-13 Lukas Pries , Jon Arrizabalaga , Zachary Manchester , Markus Ryll

Proximal methods such as the Alternating Direction Method of Multipliers (ADMM) are effective at solving constrained quadratic programs (QPs). To tackle infeasible QPs, slack variables are often introduced to ensure feasibility, which…

最优化与控制 · 数学 2026-04-13 Thomas Lew , Marcus Greiff , John Subosits , Brian Plancher