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In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

In this paper, we present a differential privacy version of convex and nonconvex sparse classification approach. Based on alternating direction method of multiplier (ADMM) algorithm, we transform the solving of sparse problem into the…

Machine Learning · Statistics 2019-08-05 Puyu Wang , Hai Zhang

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

Privacy concerns with sensitive data are receiving increasing attention. In this paper, we study local differential privacy (LDP) in interactive decentralized optimization. By constructing random local aggregators, we propose a framework to…

Optimization and Control · Mathematics 2019-06-04 Hanshen Xiao , Yu Ye , Srinivas Devadas

With the proliferation of training data, distributed machine learning (DML) is becoming more competent for large-scale learning tasks. However, privacy concerns have to be given priority in DML, since training data may contain sensitive…

Machine Learning · Computer Science 2020-08-26 Xin Wang , Hideaki Ishii , Linkang Du , Peng Cheng , Jiming Chen

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

Distributed computing has been widely applied in distributed edge networks for reducing the processing burden of high-dimensional data centralization, where a high-dimensional computational task is decomposed into multiple low-dimensional…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-22 Mengchun Xia , Zhicheng Dong , Donghong Cai , Fang Fang , Lisheng Fan , Pingzhi Fan

This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…

Optimization and Control · Mathematics 2015-10-05 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

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,…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

Distributed algorithms enable private Optimal Power Flow (OPF) computations by avoiding the need in sharing sensitive information localized in algorithms sub-problems. However, adversaries can still infer this information from the…

Optimization and Control · Mathematics 2020-03-23 Vladimir Dvorkin , Pascal Van Hentenryck , Jalal Kazempour , Pierre Pinson

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

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…

Machine Learning · Computer Science 2020-03-25 Anis Elgabli , Jihong Park , Amrit S. Bedi , Mehdi Bennis , Vaneet Aggarwal

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…

Optimization and Control · Mathematics 2025-09-04 Guido Carnevale , Nicola Bastianello , Giuseppe Notarstefano , Ruggero Carli

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Machine Learning · Computer Science 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

We develop a privacy-preserving distributed algorithm to minimize a regularized empirical risk function when the first-order information is not available and data is distributed over a multi-agent network. We employ a zeroth-order method to…

Signal Processing · Electrical Eng. & Systems 2020-09-01 C. Gratton , N. K. D. Venkategowda , R. Arablouei , S. Werner

Due to the explosion in size and complexity of modern data sets and privacy concerns of data holders, it is increasingly important to be able to solve machine learning problems in distributed manners. The Alternating Direction Method of…

Networking and Internet Architecture · Computer Science 2021-04-27 Saeedeh Parsaeefard , Alberto Leon Garcia

In the fields of statistics, machine learning, image science, and related areas, there is an increasing demand for decentralized collection or storage of large-scale datasets, as well as distributed solution methods. To tackle this…

Optimization and Control · Mathematics 2024-01-17 Bowen Li , Bin Shi

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.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka