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We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

In several social choice problems, agents collectively make decisions over the allocation of multiple divisible and heterogeneous resources with capacity constraints to maximize utilitarian social welfare. The agents are constrained through…

Optimization and Control · Mathematics 2023-11-02 Syed Eqbal Alam , Fabian Wirth , Jia Yuan Yu , Robert Shorten

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

The purpose of Inventory Pricing is to bid the right prices to online ad opportunities, which is crucial for a Demand-Side Platform (DSP) to win advertising auctions in Real-Time Bidding (RTB). In the planning stage, advertisers need the…

Machine Learning · Computer Science 2021-10-27 Xu Li , Michelle Ma Zhang , Youjun Tong , Zhenya Wang

Recent years have seen renewed attention to arithmetic coding (AC). This is thanks to the use of AC for distribution matching (DM) to control the channel input distribution in probabilistic amplitude shaping. There are two main problems…

Information Theory · Computer Science 2022-08-15 Yunus Can Gültekin , Frans M. J. Willems , Alex Alvarado

Due to the explosion in size and complexity of modern data sets and privacy concerns of data holders, it is increasingly important to be able to solve machine learning problems in distributed manners. The Alternating Direction Method of…

Networking and Internet Architecture · Computer Science 2021-04-27 Saeedeh Parsaeefard , Alberto Leon Garcia

This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…

Optimization and Control · Mathematics 2015-10-05 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

Recently proposed generative models for discrete data, such as Masked Diffusion Models (MDMs), exploit conditional independence approximations to reduce the computational cost of popular Auto-Regressive Models (ARMs), at the price of some…

Machine Learning · Statistics 2025-12-18 Hugo Lavenant , Giacomo Zanella

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

Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed…

Machine Learning · Computer Science 2020-12-10 Jiahao Ding , Xiaoqi Qin , Wenjun Xu , Yanmin Gong , Chi Zhang , Miao Pan

ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-17 Layla Majzoobi , Farshad Lahouti

The hierarchical distribution matching (Hi-DM) approach for probabilistic shaping is described. The potential of Hi-DM in terms of trade-off between performance,complexity, and memory is illustrated through three case studies.

Information Theory · Computer Science 2020-02-20 Stella Civelli , Marco Secondini

In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data. The information driven nature of the…

Methodology · Statistics 2023-01-12 Leopoldo Catania

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

Optimization and Control · Mathematics 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

Domain adaptation addresses the problem created when training data is generated by a so-called source distribution, but test data is generated by a significantly different target distribution. In this work, we present approximate label…

Machine Learning · Computer Science 2017-03-03 Jordan T. Ash , Robert E. Schapire , Barbara E. Engelhardt

Consider a set of networked agents endowed with private cost functions and seeking to find a consensus on the minimizer of the aggregate cost. A new class of random asynchronous distributed optimization methods is introduced. The methods…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-03-13 Franck Iutzeler , Pascal Bianchi , Philippe Ciblat , Walid Hachem