Related papers: Fine tuning consensus optimization for distributed…
Distributed radio interferometric calibration based on consensus optimization has been shown to improve the estimation of systematic errors in radio astronomical observations. The intrinsic continuity of systematic errors across frequency…
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…
We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…
Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…
Calibration of a typical radio interferometric array yields thousands of parameters as solutions. These solutions contain valuable information about the systematic errors in the data (ionosphere and beam shape). This information could be…
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…
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…
Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…
In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…
In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…
Distributed calibration based on consensus optimization is a computationally efficient method to calibrate large radio interferometers such as LOFAR and SKA. Calibrating along multiple directions in the sky and removing the bright…
We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…
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…
The present work introduces the hybrid consensus alternating direction method of multipliers (H-CADMM), a novel framework for optimization over networks which unifies existing distributed optimization approaches, including the centralized…
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…
In radio astronomy, accurate calibration is of crucial importance for the new generation of radio interferometers. More specifically, because of the potential presence of outliers which affect the measured data, robustness needs to be…
New and upcoming radio interferometers will produce unprecedented amounts of data that demand extremely powerful computers for processing. This is a limiting factor due to the large computational power and energy costs involved. Such…
The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…
This paper presents a tutorial on the Consensus Alternating Direction Method of Multipliers (Consensus ADMM) for distributed optimization, with a specific focus on applications in multi-robot systems. In this tutorial, we derive the…
This paper investigates the role of feasible initial guesses and large consensus-violation penalization in distributed optimization for Optimal Power Flow (OPF) problems. Specifically, we discuss the behavior of the Alternating Direction of…