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This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

Optimization and Control · Mathematics 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

When the data is distributed across multiple servers, lowering the communication cost between the servers (or workers) while solving the distributed learning problem is an important problem and is the focus of this paper. In particular, we…

Machine Learning · Computer Science 2020-03-25 Anis Elgabli , Jihong Park , Amrit S. Bedi , Mehdi Bennis , Vaneet Aggarwal

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

Optimization and Control · Mathematics 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu

Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…

Optimization and Control · Mathematics 2021-03-02 Tianjian Huang , Prajwal Singhania , Maziar Sanjabi , Pabitra Mitra , Meisam Razaviyayn

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Optimization and Control · Mathematics 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

Optimization and Control · Mathematics 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…

Optimization and Control · Mathematics 2018-07-30 Sebastian East , Mark Cannon

In this paper, we review the parallel and distributed optimization algorithms based on alternating direction method of multipliers (ADMM) for solving "big data" optimization problem in smart grid communication networks. We first introduce…

Systems and Control · Computer Science 2015-03-03 Lanchao Liu , Zhu Han

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…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…

Optimization and Control · Mathematics 2021-02-02 Ming Yan , Wotao Yin

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

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…

Robotics · Computer Science 2023-02-28 Ruiqi Ni , Zherong Pan , Xifeng Gao

In this paper, we review the parallel and distributed optimization algorithms based on the alternating direction method of multipliers (ADMM) for solving "big data" optimization problems in modern communication networks. We first introduce…

Numerical Analysis · Computer Science 2015-04-09 Lanchao Liu , Zhu Han

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

Optimization and Control · Mathematics 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon