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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…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

This paper introduces a distributed operational solution for coordinating integrated transmission-distribution (ITD) systems regarding data privacy. To tackle the nonconvex challenges of AC optimal power flow (OPF) problems, our research…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Xinliang Dai , Junyi Zhai , Yuning Jiang , Yi Guo , Colin N. Jones , Veit Hagenmeyer

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…

Optimization and Control · Mathematics 2018-05-31 Yu Wang , Wotao Yin , Jinshan Zeng

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

This paper presents a distributed optimization algorithm tailored for solving optimal control problems arising in multi-building coordination. The buildings coordinated by a grid operator, join a demand response program to balance the…

Optimization and Control · Mathematics 2021-01-14 Junyan Su , Yuning Jiang , Altug Bitlislioglu , Colin N. Jones , Boris Houska

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…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou

This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…

Optimization and Control · Mathematics 2014-03-20 Wei Deng , Ming-Jun Lai , Zhimin Peng , Wotao Yin

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

Cryptography and Security · Computer Science 2018-10-09 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

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

In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…

Optimization and Control · Mathematics 2020-09-30 S. Sh. Alaviani , A. G. Kelkar

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…

Optimization and Control · Mathematics 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

Optimization and Control · Mathematics 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

Efficiently solving large-scale optimal power flow (OPF) problems is challenging due to the high dimensionality and interconnectivity of modern power systems. Decomposition methods offer a promising solution via partitioning large problems…

Optimization and Control · Mathematics 2025-12-30 Mohannad Alkhraijah , Devon Sigler , Daniel K. Molzahn

Distributed cooperative localization in wireless networks is a challenging problem since it typically requires solving a large-scale nonconvex and nonsmooth optimization problem. In this paper, we reformulate the classic cooperative…

Optimization and Control · Mathematics 2023-08-08 Mei Zhang , Zhiguo Wang , Feng Yin , Xiaojing Shen

In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…

Optimization and Control · Mathematics 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar

Optimal power flow (OPF) problems are non-convex and large-scale optimization problems with important applications in power networks. This paper proposes the scheduled-asynchronous algorithm to solve a distributed semidefinite programming…

Optimization and Control · Mathematics 2017-10-10 Chin-Yao Chang , Jorge Cortes , Sonia Martinez