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Alternating Direction Method of Multiplier (ADMM) has been a popular algorithmic framework for separable optimization problems with linear constraints. For numerical ADMM fail to exploit the particular structure of the problem at hand nor…

Computer Vision and Pattern Recognition · Computer Science 2021-09-07 Risheng Liu , Pan Mu , Jin Zhang

There has been an increasing necessity for scalable optimization methods, especially due to the explosion in the size of datasets and model complexity in modern machine learning applications. Scalable solvers often distribute the…

Optimization and Control · Mathematics 2020-09-08 Guilherme França , José Bento

Distributed optimization has attracted lots of attention in the operation of power systems in recent years, where a large area is decomposed into smaller control regions each solving a local optimization problem with periodic information…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Junyao Guo , Gabriela Hug , Ozan Tonguz

We study several versions of the alternating direction method of multipliers (ADMM) for solving the convex problem of finding the distance between two ellipsoids and the nonconvex problem of finding the distance between the boundaries of…

Optimization and Control · Mathematics 2021-07-06 M. V. Dolgopolik

In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

Optimization and Control · Mathematics 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

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

Distributed optimization is fundamental to large-scale machine learning and control applications. Among existing methods, the alternating direction method of multipliers (ADMM) has gained popularity due to its strong convergence guarantees…

Machine Learning · Computer Science 2026-04-15 Henri Doerks , Paul Häusner , Daniel Hernández Escobar , Jens Sjölund

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…

Optimization and Control · Mathematics 2020-06-09 Michel Schubiger , Goran Banjac , John Lygeros

In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square methods. The motive behind this approach was to conduct a method…

Machine Learning · Computer Science 2020-09-08 Seyedeh Niusha Alavi Foumani , Ce Guo , Wayne Luk

We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…

Optimization and Control · Mathematics 2018-09-06 Bin Wang , Jun Fang , Huiping Duan , Hongbin Li

One of the crucial issues in federated learning is how to develop efficient optimization algorithms. Most of the current ones require full device participation and/or impose strong assumptions for convergence. Different from the widely-used…

Optimization and Control · Mathematics 2023-09-26 Shenglong Zhou , Geoffrey Ye Li

This paper develops a scalable new algorithm, called NysADMM, to minimize a smooth convex loss function with a convex regularizer. NysADMM accelerates the inexact Alternating Direction Method of Multipliers (ADMM) by constructing a…

Optimization and Control · Mathematics 2022-07-05 Shipu Zhao , Zachary Frangella , Madeleine Udell

This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…

Optimization and Control · Mathematics 2026-03-10 Yacine Mokhtari

In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization models with quadratic coupling terms. The novel convergence…

Optimization and Control · Mathematics 2017-03-16 Caihua Chen , Min Li , Xin Liu , Yinyu Ye

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

The alternating direction method of multipliers (ADMM) is a most widely used optimization scheme for solving linearly constrained separable convex optimization problems. The convergence of the ADMM can be guaranteed when the dual step…

Optimization and Control · Mathematics 2020-06-23 Guoyong Gu , Junfeng Yang

We formulate the control of reactive power generation by photovoltaic inverters in a power distribution circuit as a constrained optimization that aims to minimize reactive power losses subject to finite inverter capacity and upper and…

Optimization and Control · Mathematics 2014-12-31 Petr Šulc , Scott Backhaus , Michael Chertkov

The alternating direction method of multipliers (ADMM) is a popular method for solving convex separable minimization problems with linear equality constraints. The generalization of the two-block ADMM to the three-block ADMM is not trivial…

Optimization and Control · Mathematics 2021-05-10 Yang Yang , Yuchao Tang , Jigen Peng

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

Optimization and Control · Mathematics 2016-11-15 André Teixeira , Euhanna Ghadimi , Iman Shames , Henrik Sandberg , Mikael Johansson

In this paper, we establish the convergence properties for a majorized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization problems whose objectives contain coupled functions. Our convergence…

Optimization and Control · Mathematics 2017-01-18 Ying Cui , Xudong Li , Defeng Sun , Kim-Chuan Toh
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