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In this work, we consider the distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology (directed graph or…

Optimization and Control · Mathematics 2021-10-07 Wei Jiang , Themistoklis Charalambous

The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…

Numerical Analysis · Mathematics 2021-04-29 Luke Lozenski , Umberto Villa

This paper introduces a novel distributed optimization technique for networked systems, which removes the dependency on specific parameter choices, notably the learning rate. Traditional parameter selection strategies in distributed…

Optimization and Control · Mathematics 2024-04-23 Rodrigo Aldana-López , Alessandro Macchelli , Giuseppe Notarstefano , Rosario Aragüés , Carlos Sagüés

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

This paper develops efficient algorithms for distributed average consensus with quantized communication using the alternating direction method of multipliers (ADMM). We first study the effects of probabilistic and deterministic…

Systems and Control · Computer Science 2016-12-05 Shengyu Zhu , Biao Chen

In this paper, we develop an efficient detector for massive multiple-input multiple-output (MIMO) communication systems via penalty-sharing alternating direction method of multipliers (PS-ADMM). Its main content are as follows: first, we…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Quan Zhang , Yongchao Wang

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…

Numerical Analysis · Mathematics 2016-01-13 Yuling Jiao , Qinian Jin , Xiliang Lu , Weijie Wang

We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…

Optimization and Control · Mathematics 2022-04-19 Mohammad Taha Toghani , César A. Uribe

This invited paper presents some novel ideas on how to enhance the performance of consensus algorithms in distributed wireless sensor networks, when communication costs are considered. Of particular interest are consensus algorithms that…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-09-04 Steffen Limmer , Slawomir Stanczak , Mario Goldenbaum , Renato L. G. Cavalcante

Calibration is an essential step in radio interferometric data processing that corrects the data for systematic errors and in addition, subtracts bright foreground interference to reveal weak signals hidden in the residual. These weak and…

Instrumentation and Methods for Astrophysics · Physics 2019-05-08 Sarod Yatawatta

In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…

Optimization and Control · Mathematics 2017-02-27 Xuanyu Cao , K. J. Ray Liu

Consensus maximization is one of the most widely used robust fitting paradigms in computer vision, and the development of algorithms for consensus maximization is an active research topic. In this paper, we propose an efficient…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Zhipeng Cai , Tat-Jun Chin , Huu Le , David Suter

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

This paper discusses an innovative adaptive heterogeneous fusion algorithm based on estimation of the mean square error of all variables used in real time processing. The algorithm is designed for a fusion between derivative and absolute…

Robotics · Computer Science 2017-01-27 Dusan Nemec , Ales Janota , Marian Hrubos , Vojtech Simak

In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…

Artificial Intelligence · Computer Science 2014-06-10 Hui Miao , Xiangyang Liu , Bert Huang , Lise Getoor

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

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

We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate,…

Machine Learning · Statistics 2016-01-05 Takumi Saegusa , Ali Shojaie

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

Optimization and Control · Mathematics 2016-11-15 André Teixeira , Euhanna Ghadimi , Iman Shames , Henrik Sandberg , Mikael Johansson