中文
相关论文

相关论文: An inertial ADMM for a class of nonconvex composit…

200 篇论文

The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications,…

图形学 · 计算机科学 2019-09-04 Juyong Zhang , Yue Peng , Wenqing Ouyang , Bailin Deng

This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…

最优化与控制 · 数学 2022-11-21 Kaizhao Sun , X. Andy Sun

We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may…

最优化与控制 · 数学 2019-01-28 Fred Moolekamp , Peter Melchior

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 alternating direction method with multipliers (ADMM) has been one of most powerful and successful methods for solving various convex or nonconvex composite problems that arise in the fields of image & signal processing and machine…

最优化与控制 · 数学 2014-12-08 Fenghui Wang , Zongben Xu , Hong-Kun Xu

Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…

最优化与控制 · 数学 2021-08-30 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Sunan Huang , Clarence W. de Silva , Tong Heng Lee

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 paper proposes a proximal variant of the alternating direction method of multipliers (ADMM) for distributed optimization. Although the current versions of ADMM algorithm provide promising numerical results in producing solutions that…

最优化与控制 · 数学 2023-09-01 Reza Mirzaeifard , Naveen K. D. Venkategowda , Alexander Jung , Stefan Werner

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

最优化与控制 · 数学 2026-01-27 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization models with quadratic coupling terms. The novel convergence…

最优化与控制 · 数学 2017-03-16 Caihua Chen , Min Li , Xin Liu , Yinyu Ye

The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the…

最优化与控制 · 数学 2016-11-17 Euhanna Ghadimi , André Teixeira , Iman Shames , Mikael Johansson

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

图像与视频处理 · 电气工程与系统科学 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for…

最优化与控制 · 数学 2014-08-04 Caihua Chen , Shiqian Ma , Junfeng Yang

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

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

In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

最优化与控制 · 数学 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

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

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

最优化与控制 · 数学 2024-04-29 Boran Wang

The alternating direction method of multipliers (ADMM) has been widely used for solving structured convex optimization problems. In particular, the ADMM can solve convex programs that minimize the sum of $N$ convex functions with $N$-block…

最优化与控制 · 数学 2015-05-26 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

最优化与控制 · 数学 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh