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This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…

Optimization and Control · Mathematics 2025-06-24 Bowen Li , Ya-xiang Yuan

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant…

Optimization and Control · Mathematics 2025-08-06 Mingze Li , Lei Fan , Zhu Han

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…

Numerical Analysis · Mathematics 2021-04-01 Jianchao Bai , Yuxue Ma , Hao Sun , Miao Zhang

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

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

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

In this paper, we propose two novel decentralized optimization frameworks for multi-agent nonlinear optimal control problems in robotics. The aim of this work is to suggest architectures that inherit the computational efficiency and…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Augustinos D. Saravanos , Yuichiro Aoyama , Hongchang Zhu , Evangelos A. Theodorou

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

This paper focuses on decentralized composite optimization over networks without a central coordinator. We propose a novel decentralized symmetric ADMM algorithm that incorporates multiple communication rounds within each iteration, derived…

Optimization and Control · Mathematics 2026-03-06 Jinrui Huang , Xueqin Wang , Dong Liu , Jingguo Lan , Runxiong Wu

In this paper, we propose a novel trajectory optimization algorithm for mobile manipulators under end-effector path, collision avoidance and various kinematic constraints. Our key contribution lies in showing how this highly non-linear and…

Robotics · Computer Science 2019-04-23 Arun Kumar Singh , Andrei Ahonen , Reza Ghabcheloo , Andreas Muller

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

A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…

Optimization and Control · Mathematics 2023-10-31 Jingyi Wang , Cosmin G. Petra

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat

The unit commitment problem (UC) is an optimization problem concerning the operation of electrical generators. Many algorithms have been proposed for the UC and in recent years a more decentralized approach, by solving the UC with…

Optimization and Control · Mathematics 2023-11-23 Rogier Hans Wuijts , Marjan van den Akker , Machteld van den Broek

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

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Optimization and Control · Mathematics 2019-08-14 Xiaotong Chen , Xiaoliang Song , Zixuan Chen , Bo Yu

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

Optimization and Control · Mathematics 2020-03-24 Kresimir Mihic , Mingxi Zhu , Yinyu Ye

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