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The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…
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…
This paper presents a method for the optimal siting and sizing of energy storage systems (ESSs) in active distribution networks (ADNs) to achieve their dispatchability. The problem formulation accounts for the uncertainty inherent to the…
The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…
The optimal power flow (OPF) problem is fundamental in power system operations and planning. Large-scale renewable penetration in distribution networks calls for real-time feedback control, and hence the need for fast and distributed…
Efficiently solving large-scale optimal power flow (OPF) problems is challenging due to the high dimensionality and interconnectivity of modern power systems. Decomposition methods offer a promising solution via partitioning large problems…
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…
We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…
This paper considers the economic dispatch problem for a network of power generators and customers. In particular, our aim is to minimize the total generation cost under the power supply-demand balance and the individual generation capacity…
We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…
The Alternating Direction Method of Multipliers (ADMM) and its distributed version have been widely used in machine learning. In the iterations of ADMM, model updates using local private data and model exchanges among agents impose critical…
We consider cooperative multi-agent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject…
The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…
In multi-robot system (MRS) applications, efficient task assignment is essential not only for coordinating agents and ensuring mission success but also for maintaining overall system security. In this work, we first propose an…
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…
This paper investigates the role of feasible initial guesses and large consensus-violation penalization in distributed optimization for Optimal Power Flow (OPF) problems. Specifically, we discuss the behavior of the Alternating Direction of…
In several smart city applications, multiple resources must be allocated among competing agents that are coupled through such shared resources and are constrained --- either through limitations of communication infrastructure or privacy…
With the phenomenal growth in renewable energy generation, the conventional synchronous generator-based power plants are gradually getting replaced by renewable energy sources-based microgrids. Such transition gives rise to the challenges…
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…
In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…