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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

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 paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…

Optimization and Control · Mathematics 2018-07-30 Sebastian East , Mark Cannon

We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…

Optimization and Control · Mathematics 2014-09-15 Huahua Wang , Arindam Banerjee , Zhi-Quan Luo

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 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

In this paper, we study a joint bandwidth allocation and path selection problem via solving a multi-objective minimization problem under the path cardinality constraints, namely MOPC. Our problem formulation captures various types of…

Signal Processing · Electrical Eng. & Systems 2020-08-11 Jinxin Wang , Fan Zhang , Zhonglin Xie , Gong Zhang , Zaiwen Wen

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

We introduce a reduced-communication distributed optimization scheme based on estimating the solution to a proximal minimization problem. Our proposed setup involves a group of agents coordinated by a central entity, altogether operating in…

Optimization and Control · Mathematics 2018-07-10 Giorgos Stathopoulos , Colin N. Jones

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

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

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

This paper proposes a parallel optimization algorithm for cooperative automation of large-scale connected vehicles. The task of cooperative automation is formulated as a centralized optimization problem taking the whole decision space of…

Systems and Control · Computer Science 2018-08-01 Zhitao Wang , Yang Zheng , Shengbo Eben Li , Keyou You , Keqiang Li

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

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

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

Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…

Methodology · Statistics 2015-04-28 Yue Hu , Eric Chi , Genevera I. Allen

Calibration of a typical radio interferometric array yields thousands of parameters as solutions. These solutions contain valuable information about the systematic errors in the data (ionosphere and beam shape). This information could be…

Instrumentation and Methods for Astrophysics · Physics 2018-01-31 Sarod Yatawatta

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
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