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We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…

Optimization and Control · Mathematics 2021-10-01 Yichuan Li , Yonghai Gong , Nikolaos M. Freris , Petros Voulgaris , Dusan Stipanovic

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…

Machine Learning · Computer Science 2019-07-12 Samy Wu Fung , Sanna Tyrväinen , Lars Ruthotto , Eldad Haber

Stochastic alternating direction method of multipliers (SADMM) is a popular method for solving nonconvex nonsmooth optimization in various applications. However, it typically requires an empirical selection of the static batch size for…

Optimization and Control · Mathematics 2026-01-23 Jiachen Jin , Kangkang Deng , Boyu Wang , Hongxia Wang

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

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

Optimization and Control · Mathematics 2020-07-24 Nicola Bastianello , Ruggero Carli , Luca Schenato , Marco Todescato

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

Machine Learning · Statistics 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

This paper discusses a consensus-based alternating direction method of multipliers (ADMM) approach to solve the multi-area coordinated network-constrained unit commitment (NCUC) problem in a distributed manner. Due to political and…

Optimization and Control · Mathematics 2018-01-23 Yamin Wang , Lei Wu , Jie Li

In this work, we consider the 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 (directed graph or…

Optimization and Control · Mathematics 2021-10-07 Wei Jiang , Themistoklis Charalambous

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…

Robotics · Computer Science 2026-03-13 Lukas Pries , Jon Arrizabalaga , Zachary Manchester , Markus Ryll

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione

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

The paper presents a distributed model predictive control (DMPC) scheme for continuous-time nonlinear systems based on the alternating direction method of multipliers (ADMM). A stopping criterion in the ADMM algorithm limits the iterations…

Optimization and Control · Mathematics 2017-06-30 Anja Bestler , Knut Graichen

Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…

Optimization and Control · Mathematics 2019-07-31 Feihu Huang , Shangqian Gao , Songcan Chen , Heng Huang

In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…

Optimization and Control · Mathematics 2017-07-27 Feihu Huang , Songcan Chen , Zhaosong Lu

We propose a class of convex relaxations to solve the sensor network localization problem, based on a maximum likelihood (ML) formulation. This class, as well as the tightness of the relaxations, depends on the noise probability density…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Geert Leus

This paper proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…

Optimization and Control · Mathematics 2021-06-14 Kaizhao Sun , Xu Andy Sun

This paper introduces an efficient method for communication resource use in dense wireless areas where all nodes must communicate with a common destination node. The proposed method groups nodes based on their \newt{distance from the…

Systems and Control · Electrical Eng. & Systems 2022-02-14 Haleh Tabrizi , Borja Peleato , Golnaz Farhadi , John M. Cioffi , Ghadah Aldabbagh

This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

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

The optimal power flow (OPF) problem is funda- mental in power distribution networks control and operation that underlies many important applications such as volt/var control and demand response, etc.. Large-scale highly volatile renewable…

Optimization and Control · Mathematics 2015-12-22 Qiuyu Peng , Steven Low
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