Related papers: Analysis of Distributed ADMM Algorithm for Consens…
This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…
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…
We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…
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…
We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…
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…
Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed…
This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…
Consider a set of N agents seeking to solve distributively the minimization problem $\inf_{x} \sum_{n = 1}^N f_n(x)$ where the convex functions $f_n$ are local to the agents. The popular Alternating Direction Method of Multipliers has the…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…
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…
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…
This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…
In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…
This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…
We consider the problem of achieving average consensus among multiple agents, where the inter-agent communication network is depicted by a graph. We consider the discrete-time consensus protocol where each agent updates its value as a…
Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…
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,…