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One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g.,…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Terrence W. K. Mak , Minas Chatzos , Mathieu Tanneau , Pascal Van Hentenryck

The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to…

Optimization and Control · Mathematics 2020-06-29 Wenqing Ouyang , Yue Peng , Yuxin Yao , Juyong Zhang , Bailin Deng

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

Optimization and Control · Mathematics 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into $n \geq 2$ blocks, subject to (non-separable)…

Optimization and Control · Mathematics 2015-03-24 Daniel P. Robinson , Rachael E. H. Tappenden

The alternating direction of multipliers method (ADMM) is a popular method to solve distributed consensus optimization utilizing efficient communication among various nodes in the network. However, in the presence of faulty or attacked…

Optimization and Control · Mathematics 2025-12-10 Vishnu Vijay , Kartik A. Pant , Minhyun Cho , Inseok Hwang

The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…

Optimization and Control · Mathematics 2021-03-17 Junxiang Wang , Liang Zhao

This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimization problems. The variant of the proximal ADMM allows the…

Optimization and Control · Mathematics 2017-11-06 Max L. N. Goncalves , Jefferson G. Melo , Renato D. C. Monteiro

By enabling the nodes or agents to solve small-sized subproblems to achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While for convex problems, substantial…

Optimization and Control · Mathematics 2022-08-24 Yu Yang , Qing-Shan Jia , Zhanbo Xu , Xiaohong Guan , Costas J. Spanos

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…

Systems and Control · Electrical Eng. & Systems 2020-05-21 Shailesh Wasti , Pablo Ubiratan , Shahab Afshar , Vahid Disfani

Unimodular sequences with good auto/cross-correlation properties are favorable in wireless communication and radar applications. In this paper, we focus on designing these kinds of sequences. The main content is as follows: first, we…

Signal Processing · Electrical Eng. & Systems 2019-07-16 Yongchao Wang , Jiangtao Wang

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

In recent years, although the Alternating Direction Method of Multipliers (ADMM) has been empirically applied widely to many multi-convex applications, delivering an impressive performance in areas such as nonnegative matrix factorization…

Optimization and Control · Mathematics 2022-02-01 Junxiang Wang , Liang Zhao

Appropriate selection of the penalty parameter is crucial to obtaining good performance from the Alternating Direction Method of Multipliers (ADMM). While analytic results for optimal selection of this parameter are very limited, there is a…

Optimization and Control · Mathematics 2017-11-09 Brendt Wohlberg

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

Optimization and Control · Mathematics 2014-09-15 Huahua Wang , Arindam Banerjee , Zhi-Quan Luo

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for…

Optimization and Control · Mathematics 2015-05-29 Artiom Kovnatsky , Klaus Glashoff , Michael M. Bronstein

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we…

Numerical Analysis · Computer Science 2016-07-12 Canyi Lu , Jiashi Feng , Shuicheng Yan , Zhouchen Lin

Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Rui Hu , Yuanxiong Guo , Eric Chan-Tin , Yanmin Gong
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