Related papers: Improving the Privacy and Accuracy of ADMM-Based D…
Federated Learning (FL) solutions with central Differential Privacy (DP) have seen large improvements in their utility in recent years arising from the matrix mechanism, while FL solutions with distributed (more private) DP have lagged…
In this paper, we study the problem of precision matrix estimation when the dataset contains sensitive information. In the differential privacy framework, we develop a differentially private ridge estimator by perturbing the sample…
In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…
The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…
This paper shows the capability the alternating direction method of multipliers (ADMM) has to track, in a distributed manner, the optimal down-link beam-forming solution in a multiple input multiple output (MISO) multi-cell network given a…
We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem…
The recent deployment of distributed battery units in prosumer premises offer new opportunities for providing aggregated flexibility services to both distribution system operators and balance responsible parties. The optimization problem…
Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…
This paper considers the design of a distributed state-observer for discrete-time Linear Time-Invariant (LTI) systems in the presence of sensor attacks. We assume there is a network of observer nodes, communicating with each other over an…
We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic learning and control including Langevin sampling from an…
The paper presents a distributed model predictive control (DMPC) scheme for continuous-time nonlinear systems based on the alternating direction method of multipliers (ADMM). A stopping criterion in the ADMM algorithm limits the iterations…
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…
A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…
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 alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…
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 studies a proximal alternating direction method of multipliers (ADMM) with variable metric indefinite proximal terms for linearly constrained convex optimization problems. The proximal ADMM plays an important role in many…
In a multi-agent network, we consider the problem of minimizing an objective function that is expressed as the sum of private convex and smooth functions, and a (possibly) non-differentiable convex regularizer. We propose a novel…
In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…