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The alternating direction method of multipliers (ADMM) has been recently recognized as a promising optimizer for large-scale machine learning models. However, there are very few results studying ADMM from the aspect of communication costs,…

Optimization and Control · Mathematics 2020-12-02 Yu Ye , Hao Chen , Ming Xiao , Mikael Skoglund , H. Vincent Poor

Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…

Optimization and Control · Mathematics 2016-11-17 Shengyu Zhu , Mingyi Hong , Biao Chen

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

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

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

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

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

Optimization and Control · Mathematics 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

The recent deployment of distributed battery units in prosumer premises offer new opportunities for providing aggregated flexibility services to both distribution system operators and balance responsible parties. The optimization problem…

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…

Optimization and Control · Mathematics 2021-12-21 Jianchao Bai , Deren Han , Hao Sun , Hongchao Zhang

In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…

Artificial Intelligence · Computer Science 2014-06-10 Hui Miao , Xiangyang Liu , Bert Huang , Lise Getoor

In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-20 Richard Heusdens , Guoqiang Zhang

This paper presents a tutorial on the Consensus Alternating Direction Method of Multipliers (Consensus ADMM) for distributed optimization, with a specific focus on applications in multi-robot systems. In this tutorial, we derive the…

Optimization and Control · Mathematics 2024-10-08 Jushan Chen

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

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

This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…

Optimization and Control · Mathematics 2026-03-10 Yacine Mokhtari

To meet the ever growing demand for both high throughput and uniform coverage in future wireless networks, dense network deployment will be ubiquitous, for which co- operation among the access points is critical. Considering the…

Information Theory · Computer Science 2014-05-14 Yuanming Shi , Jun Zhang , Khaled B. Letaief

Stochastic alternating direction method of multipliers (ADMM), which visits only one sample or a mini-batch of samples each time, has recently been proved to achieve better performance than batch ADMM. However, most stochastic methods can…

Machine Learning · Computer Science 2015-07-21 Shen-Yi Zhao , Wu-Jun Li , Zhi-Hua Zhou

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
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