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This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g.,…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Jalal Kazempour , Luis Baringo , Pierre Pinson

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

Optimization and Control · Mathematics 2021-08-13 Xuyang Wu , Jie Lu

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

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

Motivated by performance optimization of large-scale graph processing systems that distribute the graph across multiple machines, we consider the balanced graph partitioning problem. Compared to the previous work, we study the…

Data Structures and Algorithms · Computer Science 2019-02-19 Dmitrii Avdiukhin , Sergey Pupyrev , Grigory Yaroslavtsev

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

Optimization and Control · Mathematics 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

The graph partitioning problem has many applications in scientific computing such as computer aided design, data mining, image compression and other applications with sparse-matrix vector multiplications as a kernel operation. In many cases…

Data Structures and Algorithms · Computer Science 2016-01-08 Foad Lotfifar , Matthew Johnson

Edge-centric distributed computations have appeared as a recent technique to improve the shortcomings of think-like-a-vertex algorithms on large scale-free networks. In order to increase parallelism on this model, edge partitioning -…

Data Structures and Algorithms · Computer Science 2018-10-12 Sebastian Schlag , Christian Schulz , Daniel Seemaier , Darren Strash

This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…

Optimization and Control · Mathematics 2026-03-10 Yacine Mokhtari

We give a general proof of convergence for the Alternating Direction Method of Multipliers (ADMM). ADMM is an optimization algorithm that has recently become very popular due to its capabilities to solve large-scale and/or distributed…

Optimization and Control · Mathematics 2011-12-13 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…

Optimization and Control · Mathematics 2023-11-27 Federico Battista , Marianna De Santis

As problems in machine learning, smartgrid dispatch, and IoT coordination problems have grown, distributed and fully-decentralized optimization models have gained attention for providing computational scalability to optimization tools.…

Optimization and Control · Mathematics 2018-05-30 Eric Munsing , Scott Moura

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

Optimization and Control · Mathematics 2019-03-07 Yan Gu , Nobuo Yamashita

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

Optimization and Control · Mathematics 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which the computing nodes predict the future local costs based on…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

Optimization and Control · Mathematics 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

The remarkable growth and significant success of machine learning have expanded its applications into programming languages and program analysis. However, a key challenge in adopting the latest machine learning methods is the representation…

Programming Languages · Computer Science 2023-12-01 Ali TehraniJamsaz , Quazi Ishtiaque Mahmud , Le Chen , Nesreen K. Ahmed , Ali Jannesari

This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…

Data Structures and Algorithms · Computer Science 2013-09-25 Vincent Blondel , Kyomin Jung , Pushmeet Kohli , Devavrat Shah