Related papers: Newton-ADMM: A Distributed GPU-Accelerated Optimiz…
Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent…
When the data is distributed across multiple servers, lowering the communication cost between the servers (or workers) while solving the distributed learning problem is an important problem and is the focus of this paper. In particular, we…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…
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…
Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…
In distributed optimization and federated learning, asynchronous alternating direction method of multipliers (ADMM) serves as an attractive option for large-scale optimization, data privacy, straggler nodes and variety of objective…
In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…
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.…
This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…
This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…
The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…
Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…
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…
The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…
In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…
Adaptive optimization algorithms, such as Adam and RMSprop, have shown better optimization performance than stochastic gradient descent (SGD) in some scenarios. However, recent studies show that they often lead to worse generalization…
Energy system optimization models are increasing in scope and resolution, yielding large and challenging linear programs. For a long time, the standard way to address such problems has relied on shared-memory interior-point methods (IPM),…