Related papers: Consensus-Based Dantzig-Wolfe Decomposition
In this article, we focus on solving a class of distributed optimization problems involving $n$ agents with the local objective function at every agent $i$ given by the difference of two convex functions $f_i$ and $g_i$…
In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…
The strengthening of linear relaxations and bounds of mixed integer linear programs has been an active research topic for decades. Enumeration-based methods for integer programming like linear programming-based branch-and-bound exploit…
We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…
We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…
The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…
We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…
We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…
This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…
A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…
In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…
In this paper, we propose and test a novel diagonal sweeping domain decomposition method (DDM) with source transfer for solving the high-frequency Helmholtz equation in $\mathbb{R}^n$. In the method the computational domain is partitioned…
To effectively search for the optimal motion template in dynamic multidimensional space, this paper proposes a novel optimization algorithm, Dynamic Dimension Wrapping (DDW).The algorithm combines Dynamic Time Warping (DTW) and Euclidean…
To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…
Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…
In ptychography experiments, redundant scanning is usually required to guarantee the stable recovery, such that a huge amount of frames are generated, and thus it poses a great demand of parallel computing in order to solve this large-scale…