相关论文: Decentralized Smoothing ADMM for Quantile Regressi…
We consider the problem of inferring the conditional independence graph (CIG) of high-dimensional Gaussian vectors from multi-attribute data. Most existing methods for graph estimation are based on single-attribute models where one…
This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which the computing nodes predict the future local costs based on…
We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…
Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…
Data explosion and an increase in model size drive the remarkable advances in large-scale machine learning, but also make model training time-consuming and model storage difficult. To address the above issues in the distributed model…
In this paper, we design an efficient quadrature amplitude modulation (QAM) signal detector for massive multiple-input multiple-output (MIMO) communication systems via the penalty-sharing alternating direction method of multipliers…
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…
In compressed sensing, the sensing matrix is assumed perfectly known. However, there exists perturbation in the sensing matrix in reality due to sensor offsets or noise disturbance. Directions-of-arrival (DoA) estimation with off-grid…
The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…
This paper considers estimation and model selection of quantile vector autoregression (QVAR). Conventional quantile regression often yields undesirable crossing quantile curves, violating the monotonicity of quantiles. To address this…
Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…
We study a class of distributed optimization problems for multiple shared resource allocation in Internet-connected devices. We propose a derandomized version of an existing stochastic additive-increase and multiplicative-decrease (AIMD)…
When approximating the expectations of a functional of a solution to a stochastic differential equation, the numerical performance of deterministic quadrature methods, such as sparse grid quadrature and quasi-Monte Carlo (QMC) methods, may…
Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…
We propose a new method for solving the semidefinite (SD) relaxation of the quadratic assignment problem (QAP), called Centering ADMM. Centering ADMM is an alternating direction method of multipliers (ADMM) combining the centering steps…
As an extension of the alternating direction method of multipliers (ADMM), the semi-proximal ADMM (sPADMM) has been widely used in various fields due to its flexibility and robustness. In this paper, we first show that the two-block sPADMM…
Derivatives of differential equation solutions are commonly for parameter estimation, fitting neural differential equations, and as model diagnostics. However, with a litany of choices and a Cartesian product of potential methods, it can be…
Quantile regression (QR) can be used to describe the comprehensive relationship between a response and predictors. Prior domain knowledge and assumptions in application are usually formulated as constraints of parameters to improve the…
Decentralized stochastic gradient descent (D-SGD) allows collaborative learning on massive devices simultaneously without the control of a central server. However, existing theories claim that decentralization invariably undermines…
The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates…