Related papers: Distributed and Scalable Optimization for Robust P…
We present the Alternating Direction Method of Multipliers for Performance Boosting (ADMM-PB), an approach to design performance boosting controllers for stable or pre-stabilized nonlinear systems, while explicitly seeking input and state…
Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…
Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…
Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…
We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…
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…
The dose delivered to the planning target volume by proton beams is highly conformal, sparing organs at risk and normal tissues. New treatment planning systems adapted to spot scanning techniques have been recently proposed to…
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 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…
In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…
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…
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…
Distributed computing has been widely applied in distributed edge networks for reducing the processing burden of high-dimensional data centralization, where a high-dimensional computational task is decomposed into multiple low-dimensional…
We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…
In this paper, we review the parallel and distributed optimization algorithms based on alternating direction method of multipliers (ADMM) for solving "big data" optimization problem in smart grid communication networks. We first introduce…
Objective. Algorithmic differentiation (AD) can be a useful technique to numerically optimize design and algorithmic parameters by, and quantify uncertainties in, computer simulations. However, the effectiveness of AD depends on how…
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…
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…
We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…
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…