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相关论文: Nonconvex ADMM for Rank-Constrained Matrix Sensing…

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In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…

最优化与控制 · 数学 2020-10-27 Quoc Tran-Dinh

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

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

最优化与控制 · 数学 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

In this paper, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…

最优化与控制 · 数学 2026-03-13 Yutong Chao , Michal Ciebielski , Jalal Etesami , Majid Khadiv

The convergence analysis of optimization algorithms using continuous-time dynamical systems has received much attention in recent years. In this paper, we investigate applications of these systems to analyze the convergence of linearized…

最优化与控制 · 数学 2023-09-14 Jiahong Guo , Xiao Wang , Xiantao Xiao

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

机器学习 · 统计学 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It…

机器学习 · 计算机科学 2019-07-12 Samy Wu Fung , Sanna Tyrväinen , Lars Ruthotto , Eldad Haber

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

The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

最优化与控制 · 数学 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

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

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

最优化与控制 · 数学 2016-05-03 Zhuo-Xu Cui , Qibin Fan

The alternating direction method of multipliers (ADMM) has been successfully applied to solve structured convex optimization problems due to its superior practical performance. The convergence properties of the 2-block ADMM have been…

最优化与控制 · 数学 2018-01-19 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

机器学习 · 计算机科学 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

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

Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation…

计算机视觉与模式识别 · 计算机科学 2015-11-02 Zhao Kang , Chong Peng , Qiang Cheng

In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than…

分布式、并行与集群计算 · 计算机科学 2017-11-15 Yang Yang , Marius Pesavento

The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…

最优化与控制 · 数学 2023-07-11 Yuxuan Zeng , Zhiguo Wang , Jianchao Bai , Xiaojing Shen

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

最优化与控制 · 数学 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

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

Low-rank decomposition (LRD) is a state-of-the-art method for visual data reconstruction and modelling. However, it is a very challenging problem when the image data contains significant occlusion, noise, illumination variation, and…

计算机视觉与模式识别 · 计算机科学 2017-08-08 Chen Chen , Baochang Zhang , Alessio Del Bue , Vittorio Murino