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The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…

Numerical Analysis · Mathematics 2017-04-21 Sören Bartels , Marijo Milicevic

ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-17 Layla Majzoobi , Farshad Lahouti

Distributed optimization is fundamental to large-scale machine learning and control applications. Among existing methods, the alternating direction method of multipliers (ADMM) has gained popularity due to its strong convergence guarantees…

Machine Learning · Computer Science 2026-04-15 Henri Doerks , Paul Häusner , Daniel Hernández Escobar , Jens Sjölund

We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions.…

Optimization and Control · Mathematics 2020-09-16 David Biagioni , Peter Graf , Xiangyu Zhang , Ahmed Zamzam , Kyri Baker , Jennifer King

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

We present a novel framework, namely AADMM, for acceleration of linearized alternating direction method of multipliers (ADMM). The basic idea of AADMM is to incorporate a multi-step acceleration scheme into linearized ADMM. We demonstrate…

Optimization and Control · Mathematics 2014-02-13 Yuyuan Ouyang , Yunmei Chen , Guanghui Lan , Eduardo Pasiliao

We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…

Machine Learning · Computer Science 2025-04-01 Jintao Xu , Yifei Li , Wenxun Xing

This paper proposes a locally differentially private federated learning algorithm for strongly convex but possibly nonsmooth problems that protects the gradients of each worker against an honest but curious server. The proposed algorithm…

Machine Learning · Computer Science 2023-08-03 Jiaojiao Zhang , Dominik Fay , Mikael Johansson

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

Machine Learning · Statistics 2013-11-05 Taiji Suzuki

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which the computing nodes predict the future local costs based on…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

In this paper we consider the problem of minimizing composite objective functions consisting of a convex differentiable loss function plus a non-smooth regularization term, such as $L_1$ norm or nuclear norm, under R\'enyi differential…

Machine Learning · Computer Science 2019-09-26 Chen Chen , Jaewoo Lee

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

Optimal transport (OT) is a framework that can guide the design of efficient resource allocation strategies in a network of multiple sources and targets. To ease the computational complexity of large-scale transport design, we first develop…

Social and Information Networks · Computer Science 2022-12-01 Jason Hughes , Juntao Chen

In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…

Optimization and Control · Mathematics 2015-06-16 Wei Shi , Qing Ling , Kun Yuan , Gang Wu , Wotao Yin

As problems in machine learning, smartgrid dispatch, and IoT coordination problems have grown, distributed and fully-decentralized optimization models have gained attention for providing computational scalability to optimization tools.…

Optimization and Control · Mathematics 2018-05-30 Eric Munsing , Scott Moura

In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square methods. The motive behind this approach was to conduct a method…

Machine Learning · Computer Science 2020-09-08 Seyedeh Niusha Alavi Foumani , Ce Guo , Wayne Luk

Federated systems enable collaborative training on highly heterogeneous data through model personalization, which can be facilitated by employing multi-task learning algorithms. However, significant variation in device computing…

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…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

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…

Optimization and Control · Mathematics 2022-08-19 Sedi Bartz , Rubén Campoy , Hung M. Phan