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In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…
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…
The increasing number of flexible devices and distributed energy resources in power grids renders the coordination of transmission and distribution systems increasingly complex. In this paper, we discuss and compare two different approaches…
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…
Recently, several authors have suggested the use of first order methods, such as fast dual ascent and the alternating direction method of multipliers, for embedded model predictive control. The main reason is that they can be implemented…
This paper proposes an accelerated method for approximately solving partially observable Markov decision process (POMDP) problems offline. Our method carefully combines two existing tools: Anderson acceleration (AA) and the fast informed…
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 multi-agent motion planning (MAMP) problem with the constraint that agents arrive at their respective goals at the same time. For the special case where all agents are initially at rest we propose a two-step…
Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting…
For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…
Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…
We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…
In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…
This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…
Affine frequency division multiplexing (AFDM) and orthogonal AFDM access (O-AFDMA) are promising techniques based on chirp signals, which are able to suppress the performance deterioration caused by Doppler shifts in high-mobility…
Distributed trajectory optimization via ADMM-DDP is a powerful approach for coordinating multi-agent systems, but it requires extensive tuning of tightly coupled hyperparameters that jointly govern local task performance and global…
This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
The ability of widely distributed radar systems to capture diverse spatial scattering properties substantially improves radar imaging performance. Traditional imaging methods leverage regularized optimization techniques to reconstruct…
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…
The recent literature has discussed the use of the relaxed Second Order Cone Programming (SOCP) to formulate Optimal Power Flow problems (OPF) for radial power grids. However, if the shunt parameters of the lines, composing the power grid,…