English
Related papers

Related papers: Centralised and Distributed Optimization for Aggre…

200 papers

Alternating direction method of multiplier (ADMM) is a popular method used to design distributed versions of a machine learning algorithm, whereby local computations are performed on local data with the output exchanged among neighbors in…

Machine Learning · Computer Science 2018-06-07 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

Optimization and Control · Mathematics 2022-04-01 Suhail M. Shah , Konstantin E. Avrachenkov

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

Machine Learning · Computer Science 2019-10-11 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

The present work introduces the hybrid consensus alternating direction method of multipliers (H-CADMM), a novel framework for optimization over networks which unifies existing distributed optimization approaches, including the centralized…

Optimization and Control · Mathematics 2018-05-10 Meng Ma , Athanasios N. Nikolakopoulos , Georgios B. Giannakis

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.,…

Optimization and Control · Mathematics 2018-10-31 Vladimir Dvorkin , Jalal Kazempour , Luis Baringo , Pierre Pinson

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

In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Towfiq Rahman , Zhihua Qu , Toru Namerikawa

We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into $n \geq 2$ blocks, subject to (non-separable)…

Optimization and Control · Mathematics 2015-03-24 Daniel P. Robinson , Rachael E. H. Tappenden

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Optimization and Control · Mathematics 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

We propose a distributed design method for decentralized control by exploiting the underlying sparsity properties of the problem. Our method is based on chordal decomposition of sparse block matrices and the alternating direction method of…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Maryam Kamgarpour , Aivar Sootla , Antonis Papachristodoulou

The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…

Optimization and Control · Mathematics 2021-02-02 Ming Yan , Wotao Yin

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

The widespread diffusion of distributed energy resources, especially those based on renewable energy, and energy storage devices has deeply modified power systems. As a consequence, demand response, the ability of customers to respond to…

Systems and Control · Electrical Eng. & Systems 2021-04-21 Francesco Conte , Matteo Saviozzi , Samuele Grillo

This paper presents a grid-aware probabilistic approach to compute the aggregated flexibility at the grid connection point (GCP) of active distribution networks (ADNs) to allow the participation of DERs in ancillary services (AS) markets.…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Matthieu Jacobs , Mario Paolone

In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…

Systems and Control · Computer Science 2018-06-15 Ivano Notarnicola , Giuseppe Notarstefano

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

Although the field of distributed optimization is well-developed, relevant literature focused on the application of distributed optimization to multi-robot problems is limited. This survey constitutes the second part of a two-part series on…

Robotics · Computer Science 2024-12-02 Ola Shorinwa , Trevor Halsted , Javier Yu , Mac Schwager

This paper focuses on decentralized composite optimization over networks without a central coordinator. We propose a novel decentralized symmetric ADMM algorithm that incorporates multiple communication rounds within each iteration, derived…

Optimization and Control · Mathematics 2026-03-06 Jinrui Huang , Xueqin Wang , Dong Liu , Jingguo Lan , Runxiong Wu

Conventional tomographic reconstruction typically depends on centralized servers for both data storage and computation, leading to concerns about memory limitations and data privacy. Distributed reconstruction algorithms mitigate these…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-10 Runxuan Miao , Selin Aslan , Erdem Koyuncu , Doğa Gürsoy

The increasing penetration of volatile renewables combined with increasing demands poses a challenge to modern power grids. Furthermore, distributed energy resources and flexible devices (electric vehicles, PV generation, ...) are becoming…

Optimization and Control · Mathematics 2024-04-01 Emrah Öztürk , Kevin Kaspar , Timm Faulwasser , Karl Worthmann , Peter Kepplinger , Klaus Rheinberger