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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…
In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…
In this work, we introduce ADAPD, $\textbf{A}$ $\textbf{D}$ecentr$\textbf{A}$lized $\textbf{P}$rimal-$\textbf{D}$ual algorithmic framework for solving non-convex and smooth consensus optimization problems over a network of distributed…
In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and…
Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…
This paper considers a class of structured fractional minimization problems. The numerator consists of a differentiable function, a simple nonconvex nonsmooth function, a concave nonsmooth function, and a convex nonsmooth function composed…
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…
Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…
We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…
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…
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…
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…
The alternating direction method of multipliers (ADMM) algorithm is a powerful and flexible tool for complex optimization problems of the form $\min\{f(x)+g(y) : Ax+By=c\}$. ADMM exhibits robust empirical performance across a range of…
The convergence analysis of optimization algorithms using continuous-time dynamical systems has received much attention in recent years. In this paper, we investigate applications of these systems to analyze the convergence of linearized…
Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…
This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…
This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…
Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…