Related papers: Dynamic Sharing Through the ADMM
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…
Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…
The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…
In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…
With the proliferation of distributed energy resources and the volume of data stored due to advancement in metering infrastructure, energy management in power system operation needs distributed computing. In this paper, we propose a fully…
Consider a set of networked agents endowed with private cost functions and seeking to find a consensus on the minimizer of the aggregate cost. A new class of random asynchronous distributed optimization methods is introduced. The methods…
Stochastic alternating direction method of multipliers (ADMM), which visits only one sample or a mini-batch of samples each time, has recently been proved to achieve better performance than batch ADMM. However, most stochastic methods can…
Distributed optimization has attracted lots of attention in the operation of power systems in recent years, where a large area is decomposed into smaller control regions each solving a local optimization problem with periodic information…
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.…
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…
Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…
In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…
The alternating direction method of multipliers (ADMM) is a powerful algorithm for solving decentralized optimization problems including networked microgrid energy management (NetMEM). However, its performance is highly sensitive to the…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
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…
This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…
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…
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,…