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In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…
This paper focuses on the decentralized optimization problem, where agents in a network cooperate to minimize the sum of their local objective functions by information exchange and local computation. Based on the alternating direction…
This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…
Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…
This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
The Dulmage--Mendelsohn decomposition (or the DM-decomposition) gives a unique partition of the vertex set of a bipartite graph reflecting the structure of all the maximum matchings therein. A bipartite graph is said to be DM-irreducible if…
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…
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…
This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…
The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…
In this paper we propose a distributed implementation of the relaxed Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization of a separable convex cost function, whose terms are stored by a set of interacting agents,…
In this work, we study the problem of minimizing the sum of strongly convex functions split over a network of $n$ nodes. We propose the decentralized and asynchronous algorithm ADFS to tackle the case when local functions are themselves…
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…
We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…
Thanks to its versatility, its simplicity, and its fast convergence, ADMM is among the most widely used approaches for solving a convex problem in distributed form. However, making it running efficiently is an art that requires a fine…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…
In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…
We consider constraint-coupled optimization problems in which agents of a network aim to cooperatively minimize the sum of local objective functions subject to individual constraints and a common linear coupling constraint. We propose a…