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This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

Optimization and Control · Mathematics 2016-11-15 André Teixeira , Euhanna Ghadimi , Iman Shames , Henrik Sandberg , Mikael Johansson

Mobile crowdsensing has gained significant attention in recent years and has become a critical paradigm for emerging Internet of Things applications. The sensing devices continuously generate a significant quantity of data, which provide…

Machine Learning · Computer Science 2020-02-07 Zhouyuan Huo , Qian Yang , Bin Gu , Lawrence Carin. Heng Huang

Alternating Direction Method of Multipliers (ADMM) has recently been proposed as a potential alternative optimizer to the Stochastic Gradient Descent(SGD) for deep learning problems. This is because ADMM can solve gradient vanishing and…

Optimization and Control · Mathematics 2021-06-24 Junxiang Wang , Zheng Chai , Yue Cheng , Liang Zhao

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

Optimization and Control · Mathematics 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu

In the fields of statistics, machine learning, image science, and related areas, there is an increasing demand for decentralized collection or storage of large-scale datasets, as well as distributed solution methods. To tackle this…

Optimization and Control · Mathematics 2024-01-17 Bowen Li , Bin Shi

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Towfiq Rahman , Zhihua Qu , Toru Namerikawa

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

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

Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM…

Optimization and Control · Mathematics 2019-07-31 Feihu Huang , Shangqian Gao , Songcan Chen , Heng Huang

Federated learning (FL) is a promising framework for learning from distributed data while maintaining privacy. The development of efficient FL algorithms encounters various challenges, including heterogeneous data and systems, limited…

Machine Learning · Computer Science 2024-08-01 Yongcun Song , Ziqi Wang , Enrique Zuazua

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

Optimization and Control · Mathematics 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

Federated learning (FL) has emerged as an instance of distributed machine learning paradigm that avoids the transmission of data generated on the users' side. Although data are not transmitted, edge devices have to deal with limited…

Machine Learning · Computer Science 2024-03-27 Shashi Kant , José Mairton B. da Silva , Gabor Fodor , Bo Göransson , Mats Bengtsson , Carlo Fischione

Federated learning (FL) is a new machine learning framework which trains a joint model across a large amount of decentralized computing devices. Existing methods, e.g., Federated Averaging (FedAvg), are able to provide an optimization…

Machine Learning · Computer Science 2021-02-15 Xingyu Li , Zhe Qu , Bo Tang , Zhuo Lu

When the data is distributed across multiple servers, lowering the communication cost between the servers (or workers) while solving the distributed learning problem is an important problem and is the focus of this paper. In particular, we…

Machine Learning · Computer Science 2020-03-25 Anis Elgabli , Jihong Park , Amrit S. Bedi , Mehdi Bennis , Vaneet Aggarwal

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

One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g.,…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Terrence W. K. Mak , Minas Chatzos , Mathieu Tanneau , Pascal Van Hentenryck

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Machine Learning · Computer Science 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

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…

Numerical Analysis · Mathematics 2016-01-13 Yuling Jiao , Qinian Jin , Xiliang Lu , Weijie Wang
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