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The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex.
Convex Analysis
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“Asynchronous iterative water-filling for Gaussian frequency-selective interference channels,”
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“Consensus in ad hoc wsns with noisy links - part i: Distributed estimation of deterministic signals,”
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“Slow learners are fast,”
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“Sparse inverse covariance selection via alternating linearization methods,”
K. Scheinberg, S. Ma, and D. Goldfarb, · 2010
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Y. Zhang, · 2010
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F. Niu, B. Recht, C. Re, and S. J. Wright, · 2011
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“Distributed delayed stochastic optimization,”
A. Agarwal and J. C. Duchi, · 2011
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S. Boyd, N. Parikh, E. Chu, B. Peleato, and J. Eckstein, · 2011
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“On the O(1/k) convergence of asynchronous distributed alternating direction method of multipliers,”
E. Wei and A. Ozdaglar, · 2013
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“A stochastic successive minimization method for nonsmooth nonconvex optimization,”
M. Razaviyayn, M. Sanjabi, and Z.-Q Luo, · 2013
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“Semi-asynchronous routing for large-scale hierarchical networks,”
W.-C. Liao, M. Hong, and Z.-Q. Luo, · 2014
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“An asynchronous parallel stochastic coordinate descent algorithm,”
J. Liu, C. Re S. J. Wright, and V. Bittorf, · 2014
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“An alternating direction method approach to cloud traffic management,”
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“Distributed clustering using wireless sensor networks,”
P.A. Forero, A. Cano, and G.B. Giannakis, · 2011
Cited alongside, same era.
“Distributed optimization and statistical learning via the alternating direction method of multipliers,”
S. Boyd, N. Parikh, E. Chu, B. Peleato, and J. Eckstein, · 2011
Cited alongside, same era.
“Penalized classification using Fisher’s linear discriminant.,”
D. M. Witten and R. Tibshirani, · 2011
Cited alongside, same era.
“On the global linear convergence of alternating direction methods,”
W. Deng and W. Yin, · 2012
Cited alongside, same era.
“On the O(1/n) convergence rate of the Douglas-Rachford alternating direction method,”
B. He and X. Yuan, · 2012
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“On the linear convergence of the alternating direction method of multipliers,”
M. Hong and Z.-Q. Luo, · 2012
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“Alternating direction methods for classical and ptychographic phase retrieval,”
Z. Wen, C. Yang, X. Liu, and S. Marchesini, · 2012
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C. Feng, H. Xu, and B. Li, · 2014
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“Min flow rate maximization for software defined radio access networks,”
W.-C. Liao, M. Hong, Hamid Farmanbar, Xu Li, Z.-Q. Luo, and Hang Zhang, · 2014
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“Alternating direction method of multipliers for non-negative matrix factorization with the beta-divergence,”
D. L. Sun and C. Fevotte, · 2014
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“Asynchronous distributed admm for consensus optimization,”
R. Zhang and J. T. Kwok, · 2014
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“Alternating directions method of multipliers for l1-penalized zero variance discriminant analysis and principal component analysis,”
B. Ames and M. Hong, · 2014
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A. P. Liavas and N. D. Sidiropoulos, · 2014
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“Augmented lagrangian alternating direction method for matrix separation based on low-rank factorization,”
Y. Shen, Z. Wen, and Y. Zhang, · 2014
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“Convergence analysis of alternating direction method of multipliers for a family of nonconvex problems,”
M. Hong, Z.-Q. Luo, and M. Razaviyayn, · 2014
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“A proximal dual consensus admm method for multi-agent constrained optimization,”
T.-H. Chang, · 2014
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J. Mairal, · 2014
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“Saga: A fast incremental gradient method with support for non-strongly convex composite objectives,”
A. Defazio, F. Bach, and S. Lacoste-Julien, · 2014
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“Convergence analysis of alternating direction method of multipliers for a family of nonconvex problems,”
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“Iteration bounds for finding the ϵ \epsilon -stationary points for structured nonconvex optimization,”
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“Parallel successive convex approximation for nonsmooth nonconvex optimization,”
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