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The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

One of the crucial issues in federated learning is how to develop efficient optimization algorithms. Most of the current ones require full device participation and/or impose strong assumptions for convergence. Different from the widely-used…

Optimization and Control · Mathematics 2023-09-26 Shenglong Zhou , Geoffrey Ye Li

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) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

Optimization and Control · Mathematics 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-specific convex objective functions, while the agents' decisions…

Optimization and Control · Mathematics 2019-11-27 Goran Banjac , Felix Rey , Paul Goulart , John Lygeros

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

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

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

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

Machine Learning · Computer Science 2024-06-27 Alireza Olama , Andreas Lundell , Jan Kronqvist , Elham Ahmadi , Eduardo Camponogara

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang

Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

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…

With the proliferation of distributed energy resources and the volume of data stored due to advancement in metering infrastructure, energy management in power system operation needs distributed computing. In this paper, we propose a fully…

Systems and Control · Electrical Eng. & Systems 2020-05-21 Shailesh Wasti , Pablo Ubiratan , Shahab Afshar , Vahid Disfani

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

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

Many machine learning problems can be formulated as consensus optimization problems which can be solved efficiently via a cooperative multi-agent system. However, the agents in the system can be unreliable due to a variety of reasons:…

Machine Learning · Computer Science 2018-05-23 Qunwei Li , Bhavya Kailkhura , Ryan Goldhahn , Priyadip Ray , Pramod K. Varshney

Most methods for Bundle Adjustment (BA) in computer vision are either centralized or operate incrementally. This leads to poor scaling and affects the quality of solution as the number of images grows in large scale structure from motion…

Computer Vision and Pattern Recognition · Computer Science 2017-08-29 Karthikeyan Natesan Ramamurthy , Chung-Ching Lin , Aleksandr Aravkin , Sharath Pankanti , Raphael Viguier