Related papers: A Distributed Parallel Optimization Algorithm via …
In a multi-agent network, we consider the problem of minimizing an objective function that is expressed as the sum of private convex and smooth functions, and a (possibly) non-differentiable convex regularizer. We propose a novel…
The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…
This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…
In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…
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,…
Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
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…
Efficiently solving large-scale optimal power flow (OPF) problems is challenging due to the high dimensionality and interconnectivity of modern power systems. Decomposition methods offer a promising solution via partitioning large problems…
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…
This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g.,…
The alternating direction method of multipliers (ADMM) is a most widely used optimization scheme for solving linearly constrained separable convex optimization problems. The convergence of the ADMM can be guaranteed when the dual step…
Alternating Direction Method of Multiplier (ADMM) has been a popular algorithmic framework for separable optimization problems with linear constraints. For numerical ADMM fail to exploit the particular structure of the problem at hand nor…
In this paper, an alternating direction method of multipliers based novel distributed wide-area control architecture is proposed for damping the interarea oscillations. In this approach, first, an interconnected power system is divided into…
The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…
In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…
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 has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…
The optimal power flow (OPF) problem is funda- mental in power distribution networks control and operation that underlies many important applications such as volt/var control and demand response, etc.. Large-scale highly volatile renewable…
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…
This paper presents a distributed optimization algorithm tailored to solve optimization problems arising in smart grids. In detail, we propose a variant of the Augmented Lagrangian based Alternating Direction Inexact Newton (ALADIN) method,…