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The ability of widely distributed radar systems to capture diverse spatial scattering properties substantially improves radar imaging performance. Traditional imaging methods leverage regularized optimization techniques to reconstruct…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Ahmed Murtada , Bhavani Shankar Mysore Rama Rao , Udo Schroeder

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

Numerical Analysis · Computer Science 2015-12-08 Ying Zhang

We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions.…

Optimization and Control · Mathematics 2020-09-16 David Biagioni , Peter Graf , Xiangyu Zhang , Ahmed Zamzam , Kyri Baker , Jennifer King

By enabling the nodes or agents to solve small-sized subproblems to achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While for convex problems, substantial…

Optimization and Control · Mathematics 2022-08-24 Yu Yang , Qing-Shan Jia , Zhanbo Xu , Xiaohong Guan , Costas J. Spanos

The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman…

Optimization and Control · Mathematics 2014-07-09 Huahua Wang , Arindam Banerjee

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

Optimization and Control · Mathematics 2024-01-10 Renyuan Ni

Heavy computational load for solving nonconvex problems for large-scale systems or systems with real-time demands at each sample step has been recognized as one of the reasons for preventing a wider application of nonlinear model predictive…

Optimization and Control · Mathematics 2022-04-19 Yaling Ma , Runze Gao , Li Dai , Jinxian Wu , Yuanqing Xia

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

In this paper, we analyze the convergence of Alternating Direction Method of Multipliers (ADMM) on convex quadratic programs (QPs) with linear equality and bound constraints. The ADMM formulation alternates between an equality constrained…

Optimization and Control · Mathematics 2015-10-06 Arvind U. Raghunathan , Stefano Di Cairano

The Adomian decomposition method (ADM) is a universal approach to solving governing equations in various engineering and technological applications. The applicability of the ADM is almost limitless due to its universal applicability, but…

Computational Physics · Physics 2025-01-22 Albert S. Kim

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…

Optimization and Control · Mathematics 2020-04-28 Richard Y. Zhang , Jacob K. White

We consider constraint-coupled optimization problems in which agents of a network aim to cooperatively minimize the sum of local objective functions subject to individual constraints and a common linear coupling constraint. We propose a…

Optimization and Control · Mathematics 2019-07-26 Alessandro Falsone , Ivano Notarnicola , Giuseppe Notarstefano , Maria Prandini

Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…

Numerical Analysis · Mathematics 2021-07-20 William W. Hager , Hongchao Zhang

We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…

Optimization and Control · Mathematics 2013-04-26 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

Machine Learning · Computer Science 2019-10-11 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

In this paper, we establish the convergence properties for a majorized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization problems whose objectives contain coupled functions. Our convergence…

Optimization and Control · Mathematics 2017-01-18 Ying Cui , Xudong Li , Defeng Sun , Kim-Chuan Toh

This paper proposes a proximal variant of the alternating direction method of multipliers (ADMM) for distributed optimization. Although the current versions of ADMM algorithm provide promising numerical results in producing solutions that…

Optimization and Control · Mathematics 2023-09-01 Reza Mirzaeifard , Naveen K. D. Venkategowda , Alexander Jung , Stefan Werner

Non-convex constrained optimizations are ubiquitous in robotic applications such as multi-agent navigation, UAV trajectory optimization, and soft robot simulation. For this problem class, conventional optimizers suffer from small step sizes…

Optimization and Control · Mathematics 2025-10-08 Zherong Pan , Kui Wu

Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed…

Machine Learning · Computer Science 2020-12-10 Jiahao Ding , Xiaoqi Qin , Wenjun Xu , Yanmin Gong , Chi Zhang , Miao Pan

Models including two $L^1$ -norm terms have been widely used in image restoration. In this paper we first propose the alternating direction method of multipliers (ADMM) to solve this class of models. Based on ADMM, we then propose the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-13 Zhi-Feng Pang , Li-Lian Wang , Yu-Fei Yang
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