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In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Towfiq Rahman , Zhihua Qu , Toru Namerikawa

This paper proposes a proximal variant of the alternating direction method of multipliers (ADMM) for distributed optimization. Although the current versions of ADMM algorithm provide promising numerical results in producing solutions that…

Optimization and Control · Mathematics 2023-09-01 Reza Mirzaeifard , Naveen K. D. Venkategowda , Alexander Jung , Stefan Werner

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

Optimization and Control · Mathematics 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…

Optimization and Control · Mathematics 2013-03-27 Mingyi Hong , Zhi-Quan Luo

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…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

Optimization and Control · Mathematics 2026-02-27 Zhengjie Xiong , Yangyang Xu

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…

Robotics · Computer Science 2023-02-28 Ruiqi Ni , Zherong Pan , Xifeng Gao

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

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…

Machine Learning · Computer Science 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

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

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

Optimization and Control · Mathematics 2019-03-07 Yan Gu , Nobuo Yamashita

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

There is a demand for the same data content from several user equipments (UEs) in many wireless communication applications. Physical-layer multicasting combines the beamforming capability of massive MIMO (multiple-input multiple-output) and…

Signal Processing · Electrical Eng. & Systems 2025-04-09 Mahmoud Zaher , Emil Björnson

We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…

Machine Learning · Computer Science 2025-04-01 Jintao Xu , Yifei Li , Wenxun Xing

We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…

Machine Learning · Statistics 2018-06-26 Alex Tank , Emily B. Fox , Ali Shojaie

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

In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg