Distributed optimization and statistical learning via the alternating direction method of multipliers
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Cited in
(only showing first 100 items - show all)- A splitting method for diffeomorphism optimization problem using Beltrami coefficients
- Estimation and Uncertainty Quantification for Piecewise Smooth Signal Recovery
- Partitioning through projections: strong SDP bounds for large graph partition problems
- Guaranteed recovery of planted cliques and dense subgraphs by convex relaxation
- A SemiSmooth Newton Method for Semidefinite Programs and its Applications in Electronic Structure Calculations
- A two-stage method for spectral-spatial classification of hyperspectral images
- Compressive sensing with cross-validation and stop-sampling for sparse polynomial chaos expansions
- Euler's elastica-based algorithm for parallel MRI reconstruction using sensitivity encoding
- Inexact accelerated augmented Lagrangian methods
- Convergence rates of inertial primal-dual dynamical methods for separable convex optimization problems
- Geodesic distance approximation using a surface finite element method for the p-Laplacian
- scientific article; zbMATH DE number 6860781 (Why is no real title available?)
- An Uncertainty-Weighted Asynchronous ADMM Method for Parallel PDE Parameter Estimation
- Nonlinear subspace clustering using non-convex Schatten-p norm regularization
- Distributed model-free optimisation in community-based energy market
- Total variation isoperimetric profiles
- Inexact alternating direction methods of multipliers for separable convex optimization
- A general distributed dual coordinate optimization framework for regularized loss minimization
- An iterative SVM approach to feature selection and classification in high-dimensional datasets
- An optimal-storage approach to semidefinite programming using approximate complementarity
- Two symmetrized coordinate descent methods can be \(O(n^2)\) times slower than the randomized version
- Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization
- Sparsity-promoting optimal control of cyber-physical systems over shared communication networks
- Low-rank registration of images captured under unknown, varying lighting
- General convergence analysis of stochastic first-order methods for composite optimization
- Local R-linear convergence of ADMM-based algorithm for _1-norm minimization with linear and box constraints
- Laplace meets Moreau: smooth approximation to infimal convolutions using Laplace's method
- Homogeneity and sparsity pursuit using robust adaptive fused Lasso
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- A FE-ADMM algorithm for Lavrentiev-regularized state-constrained elliptic control problem
- LED-based photometric stereo: modeling, calibration and numerical solution
- Overlapping patch-based joint-sparse regression for hyperspectral image unmixing
- On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective
- Scalable command governor via semi-ellipsoidal set for linear systems with time-varying soft constraints
- A universal rank approximation method for matrix completion
- An inexact dual fast gradient-projection method for separable convex optimization with linear coupled constraints
- On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM
- Beckmann-type problem for degenerate Hamilton-Jacobi equations
- Hyperspectral unmixing by the alternating direction method of multipliers
- Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm
- Experimental gaming comparison of resource allocation rules in case of transferable utilities
- A primal-dual active-set method for distributed model predictive control
- Distributed event-triggered algorithms for a class of convex optimization problems over directed networks
- Rare feature selection in high dimensions
- Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
- _1DecNet+: a new architecture framework by _1 decomposition and iteration unfolding for sparse feature segmentation
- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
- Linear embedding by joint robust discriminant analysis and inter-class sparsity
- Incentive compatibility and strategy-proofness of mechanisms of organizational behavior control: retrospective, state of the art, and prospects of theoretical research
- Event-triggered zero-gradient-sum distributed optimisation algorithm with time-varying communication delays
- An alternating direction method of multipliers with the BFGS update for structured convex quadratic optimization
- Side-information-induced reweighted sparse subspace clustering
- The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex
- Regularized quasi-monotone method for stochastic optimization
- Composite convex optimization with global and local inexact oracles
- The nearest polynomial to multiple given polynomials with a given zero: a unified optimization approach
- A cubic spline penalty for sparse approximation under tight frame balanced model
- Efficient hinging hyperplanes neural network and its application in nonlinear system identification
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- Development of \(hp\)-inverse model by using generalized polynomial chaos
- Pairwise fusion approach incorporating prior constraint information
- Alternating direction method of multiplier for the unilateral contact problem with an automatic penalty parameter selection
- Fused comparative intervention scoring for heterogeneity of longitudinal intervention effects
- LSALSA: accelerated source separation via learned sparse coding
- Dykstra's splitting and an approximate proximal point algorithm for minimizing the sum of convex functions
- Individualized Multidirectional Variable Selection
- A globally convergent algorithm for a class of gradient compounded non-Lipschitz models applied to non-additive noise removal
- Preconditioned alternating direction method of multipliers for inverse problems with constraints
- An operator-splitting algorithm for the hypergraph p-Laplacian with applications to missing data recovery
- Sparsest piecewise-linear regression of one-dimensional data
- Low-Rank Dependence Decomposition via Accelerated Symmetric Non-negative Matrix Factorization
- A phase field model of coupled crack and dislocations: emission, blunting, and the necessity of dissipative toughening
- Adaptive fractional distributed optimization algorithm with directed spanning trees.
- A Weibull gradient prior for image restoration
- Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications
- Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization
- Multi-task subspace clustering
- Robust low-rank tensor completion via new regularized model with approximate SVD
- Identification for the low-contrast image signal with regularized variational term and dynamical saturating nonlinearity
- Fast convex pruning of deep neural networks
- A fusion learning method to subgroup analysis of Alzheimer's disease
- Learning to increase the power of conditional randomization tests
- A penalized regression-based biclustering approach in gene expression data
- A hybrid and inexact algorithm for nonconvex and nonsmooth optimization
- A dual adaptive algorithm for matrix optimization with sparse group Lasso regularization
- Multi-layer sparse coding: the holistic way
- Convergence analysis of modified inertial forward–backward splitting scheme with applications
- An accelerated semi-proximal ADMM with applications to multi-block sparse optimization problems
- Tensor robust principal component analysis via the tensor nuclear over Frobenius norm
- A balanced augmented Lagrangian method with correction for linearly constrained optimization
- Douglas-Rachford splitting and ADMM for pathological convex optimization
- A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem
- Coupled block diagonal regularization for multi-view subspace clustering
- Fast primal-dual algorithm via dynamical system for a linearly constrained convex optimization problem
- Automatic balancing parameter selection for Tikhonov-TV regularization
- Sparse subspace clustering for data with missing entries and high-rank matrix completion
- Non-convex pose graph optimization in SLAM via proximal linearized Riemannian ADMM
- JANOS: An Integrated Predictive and Prescriptive Modeling Framework
- Sparse canonical correlation analysis algorithm with alternating direction method of multipliers
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