Related papers: Consensus-ADMM for General Quadratically Constrain…
In this paper, we present a distributed algorithm utilizing the proximal alternating direction method of multipliers (ADMM) in conjunction with sequential constraint tightening to address mixed-integer quadratic programming (MIQP) problems…
The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…
Proximal methods such as the Alternating Direction Method of Multipliers (ADMM) are effective at solving constrained quadratic programs (QPs). To tackle infeasible QPs, slack variables are often introduced to ensure feasibility, which…
The Alternating Direction Method of Multipliers (ADMM) is widely used for linearly constrained convex problems. It is proven to have an $o(1/\sqrt{K})$ nonergodic convergence rate and a faster $O(1/K)$ ergodic rate after ergodic averaging,…
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…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
In this paper, we study the generalized problem that minimizes or maximizes a multi-order complex quadratic form with constant-modulus constraints on all elements of its optimization variable. Such a mathematical problem is commonly…
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…
We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…
This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…
In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…
In this work, based on the ideas of alternating direction method with multipliers (ADMM) and sequential quadratic programming (SQP), as well as Armijo line search technology, monotone splitting SQP algorithms for two-block nonconvex…
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…
The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…
The unit commitment problem (UC) is an optimization problem concerning the operation of electrical generators. Many algorithms have been proposed for the UC and in recent years a more decentralized approach, by solving the UC with…
In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…
This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…
Embedding randomization procedures in the Alternating Direction Method of Multipliers (ADMM) has recently attracted an increasing amount of interest as a remedy to the fact that the direct multi-block generalization of ADMM is not…
In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…
We introduce Wasserstein consensus alternating direction method of multipliers (ADMM) and its entropic-regularized version: Sinkhorn consensus ADMM, to solve measure-valued optimization problems with convex additive objectives. Several…