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We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

The alternating direction of multipliers method (ADMM) is a popular method to solve distributed consensus optimization utilizing efficient communication among various nodes in the network. However, in the presence of faulty or attacked…

Optimization and Control · Mathematics 2025-12-10 Vishnu Vijay , Kartik A. Pant , Minhyun Cho , Inseok Hwang

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

Optimization and Control · Mathematics 2025-05-15 Xi Gao , Jinxin Xiong , Linxin Yang , Akang Wang , Weiwei Xu , Jiang Xue

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

This paper studies an optimal consensus problem for a group of heterogeneous high-order agents with unknown control directions. Compared with existing consensus results, the consensus point is further required to an optimal solution to some…

Optimization and Control · Mathematics 2020-07-28 Yutao Tang

This work investigates the theoretical performance of the alternating-direction method of multipliers (ADMM) as it applies to nonconvex optimization problems, and in particular, problems with nonconvex constraint sets. The alternating…

Optimization and Control · Mathematics 2022-03-16 Stuart M. Harwood

One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g.,…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Terrence W. K. Mak , Minas Chatzos , Mathieu Tanneau , Pascal Van Hentenryck

In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…

Optimization and Control · Mathematics 2023-10-11 Qinian Jin

This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…

Optimization and Control · Mathematics 2018-05-21 Vando A. Adona , Max L. N. Goncalves , Jefferson G. Melo

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

In cell-free massive MIMO systems with multiple distributed access points (APs) serving multiple users over the same time-frequency resources, downlink beamforming is done through spatial precoding. Precoding vectors can be optimally…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Mehdi Zafari , Divyanshu Pandey , Rahman Doost-Mohammady , César A. Uribe

We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It…

Machine Learning · Computer Science 2019-07-12 Samy Wu Fung , Sanna Tyrväinen , Lars Ruthotto , Eldad Haber

This paper focuses on decentralized composite optimization over networks without a central coordinator. We propose a novel decentralized symmetric ADMM algorithm that incorporates multiple communication rounds within each iteration, derived…

Optimization and Control · Mathematics 2026-03-06 Jinrui Huang , Xueqin Wang , Dong Liu , Jingguo Lan , Runxiong Wu

In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

Optimization and Control · Mathematics 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

We consider cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific possibly…

Optimization and Control · Mathematics 2017-06-27 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

We recently proposed the use of consensus optimization as a viable and effective way to improve the quality of calibration of radio interferometric data. We showed that it is possible to obtain far more accurate calibration solutions and…

Instrumentation and Methods for Astrophysics · Physics 2016-05-31 Sarod Yatawatta

Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems.…

Machine Learning · Computer Science 2017-07-12 Yuanyuan Liu , Fanhua Shang , James Cheng

Most methods for Bundle Adjustment (BA) in computer vision are either centralized or operate incrementally. This leads to poor scaling and affects the quality of solution as the number of images grows in large scale structure from motion…

Computer Vision and Pattern Recognition · Computer Science 2017-08-29 Karthikeyan Natesan Ramamurthy , Chung-Ching Lin , Aleksandr Aravkin , Sharath Pankanti , Raphael Viguier
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