• Nonlinear Functional Analysis and Applications
• /
• v.27 no.4
• /
• pp.869-879
• /
• 2022

In this paper, we consider matrix optimization problems. We investigate augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems. Following the proofs of Eckstein [3], and Eckstein and Yao [5], we prove convergence theorems for augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems.

• Journal of the Korean Mathematical Society
• /
• v.61 no.2
• /
• pp.395-408
• /
• 2024

There have been numerous studies on the characteristics of the solutions of ordinary differential equations for optimization methods, including gradient descent methods and alternating direction methods of multipliers. To investigate computer simulation of ODE solutions, we need to trace pseudo-orbits by real orbits and it is called shadowing property in dynamics. In this paper, we demonstrate that the flow induced by the alternating direction methods of multipliers (ADMM) for a C² strongly convex objective function has the eventual shadowing property. For the converse, we partially answer that convexity with the eventual shadowing property guarantees a unique minimizer. In contrast, we show that the flow generated by a second-order ODE, which is related to the accelerated version of ADMM, does not have the eventual shadowing property.

• Communications for Statistical Applications and Methods
• /
• v.29 no.4
• /
• pp.441-451
• /
• 2022

In the era of bigdata, scalability is a crucial issue in learning models. Among many others, the Alternating Direction of Multipliers (ADMM, Boyd et al., 2011) algorithm has gained great popularity in solving large-scale problems efficiently. In this article, we propose applying the ADMM algorithm to solve the least square problem penalized by the pairwise-difference penalty, frequently used to identify group structures among coefficients. ADMM algorithm enables us to solve the high-dimensional problem efficiently in a unified fashion and thus allows us to employ several different types of penalty functions such as LASSO, Elastic Net, SCAD, and MCP for the penalized problem. Additionally, the ADMM algorithm naturally extends the algorithm to distributed computation and real-time updates, both desirable when dealing with large amounts of data.

• Journal of Electrical Engineering and Technology
• /
• v.13 no.5
• /
• pp.1778-1790
• /
• 2018

Based on the requirements and characteristics of multi-zone autonomous decision-making in modern power system, fully distributed computing methods are needed to optimize the economic dispatch (ED) problem coordination of multi-regional power system on the basis of constructing decomposition and interaction mechanism. In this paper, four fully distributed methods based on alternating direction method of multipliers (ADMM) are used for solving the ED problem in distributed manner. By duplicating variables, the 2-block classical ADMM can be directly used to solve ED problem fully distributed. The second method is employing ADMM to solve the dual problem of ED in fully distributed manner. N-block methods based on ADMM including Alternating Direction Method with Gaussian back substitution (ADM_G) and Exchange ADMM (E_ADMM) are employed also. These two methods all can solve ED problem in distributed manner. However, the former one cannot be carried out in parallel. In this paper, four fully distributed methods solve the ED problem in distributed collaborative manner. And we also discussed the difference of four algorithms from the aspects of algorithm convergence, calculation speed and parameter change. Some simulation results are reported to test the performance of these distributed algorithms in serial and parallel.

• The Korean Journal of Applied Statistics
• /
• v.35 no.2
• /
• pp.265-283
• /
• 2022

MovieLens data consists of recorded movie evaluations that was often used to measure the evaluation score in the recommendation system research field. In this paper, we provide additional information obtained by clustering user-specific genre preference information through movie evaluation data and movie genre data. Because the number of movie ratings per user is very low compared to the total number of movies, the missing rate in this data is very high. For this reason, there are limitations in applying the existing clustering methods. In this paper, we propose a convex clustering-based method using the pairwise fused penalty motivated by the analysis of MovieLens data. In particular, the proposed clustering method execute missing imputation, and at the same time uses movie evaluation and genre weights for each movie to cluster genre preference information possessed by each individual. We compute the proposed optimization using alternating direction method of multipliers algorithm. It is shown that the proposed clustering method is less sensitive to noise and outliers than the existing method through simulation and MovieLens data application.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.14 no.9
• /
• pp.3745-3761
• /
• 2020

Low-rank representation methods already achieve many applications in the image reconstruction. However, for high-gradient image patches with rich texture details and strong edge information, it is difficult to find sufficient similar patches. Existing low-rank representation methods usually destroy image critical details and fail to preserve edge structure. In order to promote the performance, a new representation-based image super-resolution reconstruction method is proposed, which combines gradient domain guided image filter with the structure-constrained low-rank representation so as to enhance image details as well as reveal the intrinsic structure of an input image. Firstly, we extract the gradient domain guided filter of each atom in high resolution dictionary in order to acquire high-frequency prior information. Secondly, this prior information is taken as a structure constraint and introduced into the low-rank representation framework to develop a new model so as to maintain the edges of reconstructed image. Thirdly, the approximate optimal solution of the model is solved through alternating direction method of multipliers. After that, experiments are performed and results show that the proposed algorithm has higher performances than conventional state-of-the-art algorithms in both quantitative and qualitative aspects.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.6
• /
• pp.1229-1244
• /
• 2017

In recent years, as demand for data-based analytical methodologies increases in various fields, optimization methods have been developed to handle them. In particular, various constraints required for problems in statistics and machine learning can be solved by convex optimization. Alternating direction method of multipliers (ADMM) can effectively deal with linear constraints, and it can be effectively used as a parallel optimization algorithm. ADMM is an approximation algorithm that solves complex original problems by dividing and combining the partial problems that are easier to optimize than original problems. It is useful for optimizing non-smooth or composite objective functions. It is widely used in statistical and machine learning because it can systematically construct algorithms based on dual theory and proximal operator. In this paper, we will examine applications of ADMM algorithm in various fields related to statistics, and focus on two major points: (1) splitting strategy of objective function, and (2) role of the proximal operator in explaining the Lagrangian method and its dual problem. In this case, we introduce methodologies that utilize regularization. Simulation results are presented to demonstrate effectiveness of the lasso.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.10 no.10
• /
• pp.5129-5152
• /
• 2016

Multi-view super-resolution (MVSR) aims to estimate a high-resolution (HR) image from a set of low-resolution (LR) images that are captured from different viewpoints (typically by different cameras). MVSR is usually applied in camera array imaging. Given that MVSR is an ill-posed problem and is typically computationally costly, we super-resolve multi-view LR images of the original scene via image fusion (IF) and blind deblurring (BD). First, we reformulate the MVSR problem into two easier problems: an IF problem and a BD problem. We further solve the IF problem on the premise of calculating the depth map of the desired image ahead, and then solve the BD problem, in which the optimization problems with respect to the desired image and with respect to the unknown blur are efficiently addressed by the alternating direction method of multipliers (ADMM). Our approach bridges the gap between MVSR and BD, taking advantages of existing BD methods to address MVSR. Thus, this approach is appropriate for camera array imaging because the blur kernel is typically unknown in practice. Corresponding experimental results using real and synthetic images demonstrate the effectiveness of the proposed method.