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An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

In this paper, we propose two novel decentralized optimization frameworks for multi-agent nonlinear optimal control problems in robotics. The aim of this work is to suggest architectures that inherit the computational efficiency and…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Augustinos D. Saravanos , Yuichiro Aoyama , Hongchang Zhu , Evangelos A. Theodorou

We formulate an Alternating Direction Method of Mul-tipliers (ADMM) that systematically distributes the computations of any technique for optimizing pairwise functions, including non-submodular potentials. Such discrete functions are very…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Jose Dolz , Ismail Ben Ayed , Christian Desrosiers

The increasing uptake of distributed energy resources (DERs) in smart home prosumers calls for distributed energy management strategies, and the advances in information and communications technology enable peer-to-peer (P2P) energy trading…

Optimization and Control · Mathematics 2023-12-13 Zeyu Yang , Hao Wang

The recent deployment of distributed battery units in prosumer premises offer new opportunities for providing aggregated flexibility services to both distribution system operators and balance responsible parties. The optimization problem…

Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…

Optimization and Control · Mathematics 2025-07-08 Yacine Mokhtari , Emmanuel Moulay , Patrick Coirault , Jérôme Le Ny

We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…

Optimization and Control · Mathematics 2021-10-01 Yichuan Li , Yonghai Gong , Nikolaos M. Freris , Petros Voulgaris , Dusan Stipanovic

Cooperative control is crucial for the effective operation of dynamical multi-agent systems. Especially for distributed control schemes, it is essential to exchange data between the agents. This becomes a privacy threat if the data is…

Systems and Control · Electrical Eng. & Systems 2024-12-19 Philipp Binfet , Janis Adamek , Nils Schlüter , Moritz Schulze Darup

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

We study a class of distributed optimization problems for multiple shared resource allocation in Internet-connected devices. We propose a derandomized version of an existing stochastic additive-increase and multiplicative-decrease (AIMD)…

Systems and Control · Computer Science 2023-10-18 Syed Eqbal Alam , Robert Shorten , Fabian Wirth , Jia Yuan Yu

In this paper, a decentralized proximal method of multipliers (DPMM) is proposed to solve constrained convex optimization problems over multi-agent networks, where the local objective of each agent is a general closed convex function, and…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

This paper focuses on the decentralized optimization problem, where agents in a network cooperate to minimize the sum of their local objective functions by information exchange and local computation. Based on the alternating direction…

Optimization and Control · Mathematics 2023-01-25 Zhen Zhang , Shaofu Yang , Wenying Xu

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…

Optimization and Control · Mathematics 2022-06-03 Wicak Ananduta , Angelia Nedić , Carlos Ocampo-Martinez

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

Optimization and Control · Mathematics 2022-04-01 Suhail M. Shah , Konstantin E. Avrachenkov

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

Networking and Internet Architecture · Computer Science 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…

Optimization and Control · Mathematics 2025-07-31 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

The alternating direction method of multipliers (ADMM) has been recently recognized as a promising optimizer for large-scale machine learning models. However, there are very few results studying ADMM from the aspect of communication costs,…

Optimization and Control · Mathematics 2020-12-02 Yu Ye , Hao Chen , Ming Xiao , Mikael Skoglund , H. Vincent Poor
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