Recent Advances in Theory and Applications of ADMM

Workshop

Time:

 2019.3.31

8:30-12:00

Room:

Room 102, School of Information Management & Engineering, Shanghai University of Finance & Economics

Topic

Recent Advances in Theory and Applications of ADMM

Introduction

The Alternating Direction Method of Multipliers (ADMM) has been widely used in optimization due to its efficiency and scalability to large-scale problems arising from machine learning, signal processing, computer vision, etc. 

The focus of this workshop will be on recent developments in ADMM, with an emphasis on how to improve ADMM in both theory and practice by exploiting structures in nonconvex and/or large scale problems. 

One primary topic of the workshop is the use of new randomization technique in multi-block ADMM to improve the performance for quadratic optimization. The workshop will also consider new theoretical complexity results of ADMM on structured nonconvex problems and broad use of ADMM for large scale machine learning problems. Another goal of this workshop is to bridge the theory-practice gap by focusing on efficient implementation of ADMM solvers.

Workshop Arrangement

8:30-9:30 

|  Yinyu Ye   Stanford University

Managing Randomization in Mlti-Block ADMM for Quadratic Optimization

9:30-9:45

| Tea Break

9:45-10:15

Caihua Chen    Nanjing university

Two applications of nonconvex ADMM

10:15-10:45

Bo Jiang     Shanghai University of Finance and Economics

Structured Nonconvex and Nonsmooth Optimization: Algorithms and Iteration Complexity Analysis

10:45-11:00

|  Tea Break

11:00-11:30

|  Min Tao     Nanjing University

On Glowinski’s Open Question of Alternating Direction Method of Multipliers

11:30-12:00

|  Zikai Xiong    Fudan University

Computing Wassertein Barycenters Efficiently: A Structured Linear System and Customized Algorithms

Notice

1, Please click on the link to sign up before2019.3.30 18:00!(https://www.wjx.top/jq/36750236.aspx)

2, Please be sure to attend the workshop after registration.

3, If you need an invitation letter, please note in the questionnaire.