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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

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Machine Learning · Computer Science 2025-02-03 Ouya Wang , Shenglong Zhou , Geoffrey Ye Li

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

Alternating direction method of multiplier (ADMM) is a popular method used to design distributed versions of a machine learning algorithm, whereby local computations are performed on local data with the output exchanged among neighbors in…

Machine Learning · Computer Science 2018-06-07 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into $n \geq 2$ blocks, subject to (non-separable)…

Optimization and Control · Mathematics 2015-03-24 Daniel P. Robinson , Rachael E. H. Tappenden

The recent deployment of multi-agent networks has enabled the distributed solution of learning problems, where agents cooperate to train a global model without sharing their local, private data. This work specifically targets some prevalent…

Optimization and Control · Mathematics 2024-08-20 Nicola Bastianello , Diego Deplano , Mauro Franceschelli , Karl H. Johansson

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

Distributed restoration can harness distributed energy resources (DER) to enhance the resilience of active distribution networks. However, the large number of decision variables, especially the binary decision variables of reconfiguration,…

Systems and Control · Electrical Eng. & Systems 2020-08-11 Reza Roofegari Nejad , Wei Sun

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-specific convex objective functions, while the agents' decisions…

Optimization and Control · Mathematics 2019-11-27 Goran Banjac , Felix Rey , Paul Goulart , John Lygeros

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…

Optimization and Control · Mathematics 2013-08-27 Xiangfeng Wang , Mingyi Hong , Shiqian Ma , Zhi-Quan Luo

In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-20 Richard Heusdens , Guoqiang Zhang

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

Distance metric learning is successful in discovering intrinsic relations in data. However, most algorithms are computationally demanding when the problem size becomes large. In this paper, we propose a discriminative metric learning…

Machine Learning · Computer Science 2019-05-15 Jun Li , Xun Lin , Xiaoguang Rui , Yong Rui , Dacheng Tao

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

One of the crucial issues in federated learning is how to develop efficient optimization algorithms. Most of the current ones require full device participation and/or impose strong assumptions for convergence. Different from the widely-used…

Optimization and Control · Mathematics 2023-09-26 Shenglong Zhou , Geoffrey Ye Li

So far, the problem of unmixing large or multitemporal hyperspectral datasets has been specifically addressed in the remote sensing literature only by a few dedicated strategies. Among them, some attempts have been made within a distributed…

Image and Video Processing · Electrical Eng. & Systems 2018-10-22 Pierre-Antoine Thouvenin , Nicolas Dobigeon , Jean-Yves Tourneret

In this paper, we establish the convergence properties for a majorized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization problems whose objectives contain coupled functions. Our convergence…

Optimization and Control · Mathematics 2017-01-18 Ying Cui , Xudong Li , Defeng Sun , Kim-Chuan Toh