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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

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

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…

Optimization and Control · Mathematics 2018-01-23 Yamin Wang , Lei Wu , Jie Li

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Optimization and Control · Mathematics 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-05 Hao Chen , Yu Ye , Ming Xiao , Mikael Skoglund , H. Vincent Poor

This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

Machine Learning · Computer Science 2024-06-27 Alireza Olama , Andreas Lundell , Jan Kronqvist , Elham Ahmadi , Eduardo Camponogara

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-24 Yu Yang , Xiaohong Guan , Qing-Shan Jia , Liang Yu , Bolun Xu , Costas J. Spanos

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

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.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…

Optimization and Control · Mathematics 2017-01-25 Xiang Gao , Yangyang Xu , Shuzhong Zhang

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…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , John Lygeros

The alternating direction method of multipliers (ADMM) proposed by Glowinski and Marrocco is a benchmark algorithm for two-block separable convex optimization problems with linear equality constraints. It has been modified, specified, and…

Optimization and Control · Mathematics 2021-07-15 Bingsheng He , Shengjie Xu , Xiaoming Yuan

In this paper, we review the parallel and distributed optimization algorithms based on the alternating direction method of multipliers (ADMM) for solving "big data" optimization problems in modern communication networks. We first introduce…

Numerical Analysis · Computer Science 2015-04-09 Lanchao Liu , Zhu Han

This paper addresses the challenge of coordinating multi-robot systems under realistic communication delays using distributed optimization. We focus on consensus ADMM as a scalable framework for generating collision-free, dynamically…

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

Optimization and Control · Mathematics 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

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 many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the…

Machine Learning · Statistics 2017-05-23 Bikash Joshi , Franck Iutzeler , Massih-Reza Amini

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…

Networking and Internet Architecture · Computer Science 2021-04-27 Saeedeh Parsaeefard , Alberto Leon Garcia