Related papers: Adaptive ADMM in Distributed Radio Interferometric…
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…
The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…
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…
Due to the explosion in size and complexity of modern data sets and privacy concerns of data holders, it is increasingly important to be able to solve machine learning problems in distributed manners. The Alternating Direction Method of…
The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…
We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…
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…
A widely-distributed radar system is a promising architecture to enhance radar imaging performance. However, most existing algorithms rely on isotropic scattering assumption, which is only satisfied in collocated radar systems. Moreover,…
Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…
This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…
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…
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…
This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…
With the increasing penetration of distributed energy resources, distributed optimization algorithms have attracted significant attention for power systems applications due to their potential for superior scalability, privacy, and…
In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…
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…
Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…
Increasing data volumes delivered by a new generation of radio interferometers require computationally efficient and robust calibration algorithms. In this paper, we propose distributed calibration as a way of improving both computational…
This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which the computing nodes predict the future local costs based on…
The primal-dual active set method is observed to be the limit of a sequence of penalty formulations. Using this perspective, we propose a penalty method that adaptively becomes the active set method as the residual of the iterate decreases.…