Related papers: New efficient ADMM algorithm for the Unit Commitme…
Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…
We present a method to formulate the unit commitment problem in energy production as quadratic unconstrained binary optimization (QUBO) problem, which can be solved by classical algorithms and quantum computers. We suggest a first approach…
In this paper, we propose a communication-efficiently decentralized machine learning framework that solves a consensus optimization problem defined over a network of inter-connected workers. The proposed algorithm, Censored and Quantized…
We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…
This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…
This paper proposes a dual Riemannian alternating direction method of multipliers (ADMM) for solving low-rank semidefinite programs with unit diagonal constraints. We recast the ADMM subproblem as a Riemannian optimization problem over the…
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…
In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…
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…
Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…
In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…
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…
Unit commitment (UC) are essential tools to transmission system operators for finding the most economical and feasible generation schedules and dispatch signals. Constraint screening has been receiving attention as it holds the promise for…
We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…
This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multipliers (ADMMs) for convex composite optimization problems. The…
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…
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…
The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…
In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…
In this paper, we introduce a unified framework for studying various cloud traffic management problems, ranging from geographical load balancing to backbone traffic engineering. We first abstract these real-world problems as a…