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This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…
Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…
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…
A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…
The classic Alternating Direction Method of Multipliers (ADMM) is a popular framework to solve linear-equality constrained problems. In this paper, we extend the ADMM naturally to nonlinear equality-constrained problems, called neADMM. The…
As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…
We analyze the performance of the alternating direction method of multipliers (ADMM) to track, in a decentralized manner, a solution of a stochastic sequence of optimization problems parametrized by a discrete time Markov process. The main…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
Algebraic multigrid (AMG) is one of the most widely used solution techniques for linear systems of equations arising from discretized partial differential equations. The popularity of AMG stems from its potential to solve linear systems in…
In distributed optimization and federated learning, asynchronous alternating direction method of multipliers (ADMM) serves as an attractive option for large-scale optimization, data privacy, straggler nodes and variety of objective…
This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g.,…
We give a general proof of convergence for the Alternating Direction Method of Multipliers (ADMM). ADMM is an optimization algorithm that has recently become very popular due to its capabilities to solve large-scale and/or distributed…
Recently, semidefinite programming performance estimation has been employed as a strong tool for the worst-case performance analysis of first order methods. In this paper, we derive new non-ergodic convergence rates for the alternating…
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…
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…
The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…
Electric power distribution systems will encounter fluctuations in supply due to the introduction of renewable sources with high variability in generation capacity. It is therefore necessary to provide algorithms that are capable of…
Mean-variance portfolio optimization problems often involve separable nonconvex terms, including penalties on capital gains, integer share constraints, and minimum position and trade sizes. We propose a heuristic algorithm for such problems…
Electric vehicle (EV) aggregation can significantly influence the EVs charging/discharging behavior. In this paper, we use a distributed algorithm based on the alternating direction method of multipliers (ADMM) to coordinate EV charging and…
Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…