Global convergence of ADMM in nonconvex nonsmooth optimization

Y Wang, W Yin, J Zeng - Journal of Scientific Computing, 2019 - Springer
In this paper, we analyze the convergence of the alternating direction method of multipliers
(ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, ϕ (x_0 …

An introduction to continuous optimization for imaging

A Chambolle, T Pock - Acta Numerica, 2016 - cambridge.org
A large number of imaging problems reduce to the optimization of a cost function, with
typical structural properties. The aim of this paper is to describe the state of the art in …

A three-operator splitting scheme and its optimization applications

D Davis, W Yin - Set-valued and variational analysis, 2017 - Springer
Operator-splitting methods convert optimization and inclusion problems into fixed-point
equations; when applied to convex optimization and monotone inclusion problems, the …

Convergence rate analysis of several splitting schemes

D Davis, W Yin - Splitting methods in communication, imaging, science …, 2016 - Springer
Operator-splitting schemes are iterative algorithms for solving many types of numerical
problems. A lot is known about these methods: they converge, and in many cases we know …

Decentralized consensus optimization with asynchrony and delays

T Wu, K Yuan, Q Ling, W Yin… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
We propose an asynchronous, decentralized algorithm for consensus optimization. The
algorithm runs over a network in which the agents communicate with their neighbors and …

A new primal–dual algorithm for minimizing the sum of three functions with a linear operator

M Yan - Journal of Scientific Computing, 2018 - Springer
In this paper, we propose a new primal–dual algorithm for minimizing f (x)+ g (x)+ h (A x) f
(x)+ g (x)+ h (A x), where f, g, and h are proper lower semi-continuous convex functions, f is …

Asymmetric forward–backward–adjoint splitting for solving monotone inclusions involving three operators

P Latafat, P Patrinos - Computational Optimization and Applications, 2017 - Springer
In this work we propose a new splitting technique, namely Asymmetric Forward–Backward–
Adjoint splitting, for solving monotone inclusions involving three terms, a maximally …

Robust and sparse linear discriminant analysis via an alternating direction method of multipliers

CN Li, YH Shao, W Yin, MZ Liu - IEEE transactions on neural …, 2019 - ieeexplore.ieee.org
In this paper, we propose a robust linear discriminant analysis (RLDA) through
Bhattacharyya error bound optimization. RLDA considers a nonconvex problem with the L 1 …

Forward-backward-half forward algorithm for solving monotone inclusions

LM Briceno-Arias, D Davis - SIAM Journal on Optimization, 2018 - SIAM
Tseng's algorithm finds a zero of the sum of a maximally monotone operator and a
monotone continuous operator by evaluating the latter twice per iteration. In this paper, we …

A smooth primal-dual optimization framework for nonsmooth composite convex minimization

Q Tran-Dinh, O Fercoq, V Cevher - SIAM Journal on Optimization, 2018 - SIAM
We propose a new and low per-iteration complexity first-order primal-dual optimization
framework for a convex optimization template with broad applications. Our analysis relies on …