Global Convergence of ADMM in Nonconvex Nonsmooth Optimization

GAITA: A Gauss–Seidel iterative thresholding algorithm for ℓq regularized least squares regression

(2017) Jinshan Zeng et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Spectral operators of matrices

(2017) Chao Ding et al.   MATHEMATICAL PROGRAMMING

Faster Convergence Rates of Relaxed Peaceman-Rachford and ADMM Under Regularity Assumptions

(2017) Damek Davis et al.   MATHEMATICS OF OPERATIONS RESEARCH

Alternating Direction Method of Multipliers for a Class of Nonconvex and Nonsmooth Problems with Applications to Background/Foreground Extraction

(2017) Lei Yang et al.   SIAM Journal on Imaging Sciences

Sparse Regularization: Convergence Of Iterative Jumping Thresholding Algorithm

(2016) Jinshan Zeng et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Parallel Multi-Block ADMM with o(1 / k) Convergence

(2016) Wei Deng et al.   JOURNAL OF SCIENTIFIC COMPUTING

Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems

(2016) Mingyi Hong et al.   SIAM JOURNAL ON OPTIMIZATION

ARock: An Algorithmic Framework for Asynchronous Parallel Coordinate Updates

(2016) Zhimin Peng et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Parallel Algorithms for Constrained Tensor Factorization via Alternating Direction Method of Multipliers

(2015) Athanasios P. Liavas et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Linear Convergence of Adaptively Iterative Thresholding Algorithms for Compressed Sensing

(2015) Yu Wang et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

The Primal-Dual Hybrid Gradient Method for Semiconvex Splittings

(2015) Thomas Möllenhoff et al.   SIAM Journal on Imaging Sciences

Global Convergence of Splitting Methods for Nonconvex Composite Optimization

(2015) Guoyin Li et al.   SIAM JOURNAL ON OPTIMIZATION

Modeling and Optimization for Big Data Analytics: (Statistical) learning tools for our era of data deluge

(2014) Konstantinos Slavakis et al.   IEEE SIGNAL PROCESSING MAGAZINE

$L_{1/2}$ Regularization: Convergence of Iterative Half Thresholding Algorithm

(2014) Jinshan Zeng et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent

(2014) Caihua Chen et al.   MATHEMATICAL PROGRAMMING

Alternating direction method of multipliers for real and complex polynomial optimization models

(2014) Bo Jiang et al.   OPTIMIZATION

Sparse Iterative Closest Point

(2013) Sofien Bouaziz et al.   COMPUTER GRAPHICS FORUM

A Splitting Method for Orthogonality Constrained Problems

(2013) Rongjie Lai et al.   JOURNAL OF SCIENTIFIC COMPUTING

A Block Coordinate Descent Method for Regularized Multiconvex Optimization with Applications to Nonnegative Tensor Factorization and Completion

(2013) Yangyang Xu et al.   SIAM Journal on Imaging Sciences

An alternating direction algorithm for matrix completion with nonnegative factors

(2012) Yangyang Xu et al.   Frontiers of Mathematics in China

Nonconvex Splitting for Regularized Low-Rank + Sparse Decomposition

(2012) R. Chartrand   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Alternating direction methods for classical and ptychographic phase retrieval

(2012) Zaiwen Wen et al.   INVERSE PROBLEMS

A feasible method for optimization with orthogonality constraints

(2012) Zaiwen Wen et al.   MATHEMATICAL PROGRAMMING

Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization

(2012) Y. Shen et al.   OPTIMIZATION METHODS & SOFTWARE

On the $O(1/n)$ Convergence Rate of the Douglas–Rachford Alternating Direction Method

(2012) Bingsheng He et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

An augmented Lagrangian approach for sparse principal component analysis

(2011) Zhaosong Lu et al.   MATHEMATICAL PROGRAMMING

Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward–backward splitting, and regularized Gauss–Seidel methods

(2011) Hedy Attouch et al.   MATHEMATICAL PROGRAMMING

A Singular Value Thresholding Algorithm for Matrix Completion

(2010) Jian-Feng Cai et al.   SIAM JOURNAL ON OPTIMIZATION

Iteratively reweighted least squares minimization for sparse recovery

(2009) Ingrid Daubechies et al.   COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS