The alternating direction method of multipliers (ADMM) is now widely used in many fields, and its convergence was proved when two blocks of variables are alternatively updated. It is strongly desirable and practically valuable to extend the ADMM directly to the case of a multi-block convex minimization problem where its objective function is the sum of more than two separable convex functions. However, the convergence of this extension has been missing for a long time—neither an affirmative convergence proof nor an example showing its divergence is known in the literature. In this paper we give a negative answer to this long-standing open question: The direct extension of ADMM is not necessarily convergent. We present a sufficient condition to ensure the convergence of the direct extension of ADMM, and give an example to show its divergence.

This paper discusses how to solve filtering problem for a class of continuous nonlinear time-varying systems via Duncan-Mortensen-Zakai (DMZ) equation. In this paper, the original DMZ equation is changed into Kolmogorov forward equation (KFE) by exponential transformations in each time interval, and then under some assumptions, the KFE can be transformed into time-varying Schr\"odinger equation which can be solved explicitly. The novelty of this paper lies in how to transform the KFE into Schr\"odinger equation. As a direct application, the results of \cite{yau 2004} are extended for time-varying Yau systems.

General upper tail estimates are given for counting edges in a random induced subhypergraph of a fixed hypergraph ℋ, with an easy proof by estimating the moments. As an application we consider the numbers of arithmetic progressions and Schur triples in random subsets of integers. In the second part of the paper we return to the subgraph counts in random graphs and provide upper tail estimates in the rooted case.

Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed with outdated information, and the age of the outdated information, which we call delay, is the number of times it has been updated since its creation. Almost all recent works prove convergence under the assumption of a finite maximum delay and set their stepsize parameters accordingly. However, the maximum delay is practically unknown. This paper presents convergence analysis of an async-parallel method from a probabilistic viewpoint, and it allows for large unbounded delays. An explicit formula of stepsize that guarantees convergence is given depending on delays’ statistics. With p+1 identical processors, we empirically measured that delays closely follow the Poisson distribution with parameter p, matching our theoretical model, and thus, the stepsize can be set accordingly. Simulations on both convex and nonconvex optimization problems demonstrate the validness of our analysis and also show that the existing maximum-delay-induced stepsize is too conservative, often slows down the convergence of the algorithm.

We study inhomogeneous random graphs in the subcritical case. Among other results, we derive an exact formula for the size of the largest connected component scaled by log$n$, with$n$being the size of the graph. This generalizes a result for the “rank-1 case”. We also investigate branching processes associated with these graphs. In particular, we discover that the same well-known equation for the survival probability, whose positive solution determines the asymptotics of the size of the largest component in the supercritical case, also plays a crucial role in the subcritical case. However, now it is the$negative$solutions that come into play. We disclose their relationship to the distribution of the progeny of the branching process.