Related papers: Distributed System Identification with ADMM
The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…
The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…
We consider a class of integer-constrained optimization problems governed by partial differential equation (PDE) constraints and regularized via total variation (TV) in the context of topology optimization. The presence of discrete design…
During the last decade or so, we have had a deluge of data from not only science fields but also industry and commerce fields. Although the amount of data available to us is constantly increasing, our ability to process it becomes more and…
This paper investigates non-myopic path planning of mobile sensors for multi-target tracking. Such problem has posed a high computational complexity issue and/or the necessity of high-level decision making. Existing works tackle these…
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…
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…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…
We propose a distributed algorithm for solving the optimization problem Basis Pursuit (BP). BP finds the least L1-norm solution of the underdetermined linear system Ax = b and is used, for example, in compressed sensing for reconstruction.…
We propose a convex distributed optimization algorithm for synthesizing robust controllers for large-scale continuous time systems subject to exogenous disturbances. Given a large scale system, instead of solving the larger centralized…
This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
In this paper we present a convex formulation of the Model Predictive Control (MPC) optimisation for energy management in hybrid electric vehicles, and an Alternating Direction Method of Multipliers (ADMM) algorithm for its solution. We…
We analyze the performance of the alternating direction method of multipliers (ADMM) to track, in a decentralized manner, a solution of a stochastic sequence of optimization problems parametrized by a discrete time Markov process. The main…
In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square methods. The motive behind this approach was to conduct a method…
We propose a class of convex relaxations to solve the sensor network localization problem, based on a maximum likelihood (ML) formulation. This class, as well as the tightness of the relaxations, depends on the noise probability density…