A variable-penalty alternating directions method for convex optimization

Modified Convex Data Clustering Algorithm Based on Alternating Direction Method of Multipliers

Knowing the fact that the main weakness of the most standard methods including k-means and hierarchical data clustering is their sensitivity to initialization and trapping to local minima, this paper proposes a modification of convex data clustering  in which there is no need to  be peculiar about how to select initial values. Due to properly converting the task of optimization to an equivalent...

Modified alternating direction method of multipliers for convex quadratic semidefinite programming

The dual form of convex quadratic semidefinite programming (CQSDP) problem, with nonnegative constraints on the matrix variable, is a 4-block convex optimization problem. It is known that, the directly extended 4-block alternating direction method of multipliers (ADMM) is very efficient to solve this dual, but its convergence are not guaranteed. In this paper, we reformulate it as a 3-block con...

Linearized Alternating Direction Method with Parallel Splitting and Adaptive Penalty for Separable Convex Programs in Machine Learning – Supplementary Materials

Particle Swarm Optimization for Hydraulic Analysis of Water Distribution Systems

The analysis of flow in water-distribution networks with several pumps by the Content Model may be turned into a non-convex optimization uncertain problem with multiple solutions. Newton-based methods such as GGA are not able to capture a global optimum in these situations. On the other hand, evolutionary methods designed to use the population of individuals may find a global solution even for ...

On the Convergence of Constrained Parallel Variable Distribution Algorithms

We consider the parallel variable distribution (PVD) approach proposed by Ferris and Mangasarian [SIAM J. Optim., 4 (1994), pp. 815–832] for solving optimization problems. The problem variables are distributed among p processors with each processor having the primary responsibility for updating its block of variables while allowing the remaining “secondary” variables to change in a restricted f...