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This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

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…

This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

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 an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…

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…

We consider three challenges in multi-block Alternating Direction Method of Multipliers (ADMM): building convergence conditions for ADMM with any block (variable) sequence, finding available block sequences to be fit for ADMM, and designing…

This paper develops a scalable new algorithm, called NysADMM, to minimize a smooth convex loss function with a convex regularizer. NysADMM accelerates the inexact Alternating Direction Method of Multipliers (ADMM) by constructing a…

We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It…

We consider a class of integer-constrained optimization problems governed by partial differential equation (PDE) constraints and regularized via total variation (TV) in the context of topology optimization. The presence of discrete design…

This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

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…

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

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.…

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…