English
Related papers

Related papers: Online decentralized decision making with inequali…

200 papers

Alternating Direction Method of Multipliers (ADMM) has become a widely used optimization method for convex problems, particularly in the context of data mining in which large optimization problems are often encountered. ADMM has several…

Machine Learning · Statistics 2019-07-11 Andre Goncalves , Xiaoli Liu , Arindam Banerjee

We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem…

Systems and Control · Computer Science 2012-03-20 Mariette Annergren , Anders Hansson , Bo Wahlberg

A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…

Optimization and Control · Mathematics 2022-03-31 Shiru Li , Yong Xia , Tao Zhang

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…

Optimization and Control · Mathematics 2024-01-17 Bowen Li , Bin Shi

In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…

Optimization and Control · Mathematics 2017-02-27 Xuanyu Cao , K. J. Ray Liu

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

We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method. The method can be…

Optimization and Control · Mathematics 2020-08-11 Igor Konnov

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

Edge computing provides a promising paradigm to support the implementation of Industrial Internet of Things (IIoT) by offloading tasks to nearby edge nodes. Meanwhile, the increasing network size makes it impractical for centralized data…

Machine Learning · Computer Science 2021-07-02 Wanlu Lei , Yu Ye , Ming Xiao , Mikael Skoglund , Zhu Han

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

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

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

The increasing electricity use and reliance on intermittent renewable energy sources challenge power grid management during peak demand, making Demand Response programs and energy conservation measures essential. This research combines…

Optimization and Control · Mathematics 2024-07-12 Vincent Taboga , Hanane Dagdougui

The arrival of small-scale distributed energy generation in the future smart grid has led to the emergence of so-called prosumers, who can both consume as well as produce energy. By using local generation from renewable energy resources,…

Systems and Control · Computer Science 2016-09-15 Hung Khanh Nguyen , Amin Khodaei , Zhu Han

In this work we consider the multi-agent motion planning (MAMP) problem with the constraint that agents arrive at their respective goals at the same time. For the special case where all agents are initially at rest we propose a two-step…

Optimization and Control · Mathematics 2026-05-05 Anja Hellander , Daniel Axehill

In structured multi-agent transportation systems, agents often must follow predefined routes, making spatial rerouting undesirable or impossible. This paper addresses route-constrained multi-agent coordination by optimizing waypoint passage…

Robotics · Computer Science 2026-03-24 Seungyeop Lee , Jong-Han Kim

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…

Optimization and Control · Mathematics 2017-08-22 Shengyu Zhu , Biao Chen

In this paper, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…

Optimization and Control · Mathematics 2026-03-13 Yutong Chao , Michal Ciebielski , Jalal Etesami , Majid Khadiv

There has been an increasing necessity for scalable optimization methods, especially due to the explosion in the size of datasets and model complexity in modern machine learning applications. Scalable solvers often distribute the…

Optimization and Control · Mathematics 2020-09-08 Guilherme França , José Bento

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

Signal Processing · Electrical Eng. & Systems 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai