Shuzhong Zhang In this paper we consider a block-structured convex optimization model, where in the objective the block-variables are nonseparable and they are further linearly coupled in the constraint. For the 2-block case, we propose a number of first-order algorithms to solve this model. First, the alternating direction method of multipliers (ADMM) is extended, assuming that it … Read more
The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7] indicating that the multi-block ADMM for minimizing the sum of $N$ $(N\geq 3)$ convex functions with $N$ block variables linked by linear … Read more
In this paper, we propose three new tensor decompositions for even-order tensors corresponding respectively to the rank-one decompositions of some unfolded matrices. Consequently such new decompositions lead to three new notions of (even-order) tensor ranks, to be called the M-rank, the symmetric M-rank, and the strongly symmetric M-rank in this paper. We discuss the bounds … Read more
Designing algorithms for an optimization model often amounts to maintaining a balance between the degree of information to request from the model on the one hand, and the computational speed to expect on the other hand. Naturally, the more information is available, the faster one can expect the algorithm to converge. The popular algorithm of … Read more
In this paper we study proximal conditional-gradient (CG) and proximal gradient-projection type algorithms for a block-structured constrained nonconvex optimization model, which arises naturally from tensor data analysis. First, we introduce a new notion of $\epsilon$-stationarity, which is suitable for the structured problem under consideration. %, compared with other similar solution concepts. We then propose two … Read more
The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems. Despite of its success in practice, the convergence of the standard ADMM for minimizing the sum of $N$ $(N\geq 3)$ convex functions whose variables are linked by linear constraints, has remained unclear for a very long time. Recently, Chen … Read more
The alternating direction method of multipliers (ADMM) has been widely used for solving structured convex optimization problems. In particular, the ADMM can solve convex programs that minimize the sum of $N$ convex functions with $N$-block variables linked by some linear constraints. While the convergence of the ADMM for $N=2$ was well established in the literature, … Read more
The composite $L_q$ (0
In this paper, we consider the problem of minimizing the sum of two convex functions subject to linear linking constraints. The classical alternating direction type methods usually assume that the two convex functions have relatively easy proximal mappings. However, many problems arising from statistics, image processing and other fields have the structure that while one … Read more
This paper is concerned with the computation of the principal components for a general tensor, known as the tensor principal component analysis (PCA) problem. We show that the general tensor PCA problem is reducible to its special case where the tensor in question is super-symmetric with an even degree. In that case, the tensor can … Read more