Related papers: New efficient ADMM algorithm for the Unit Commitme…
The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7]…
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…
Security-Constrained Unit Commitment (SCUC) is a fundamental problem in power systems and electricity markets. In practical settings, SCUC is repeatedly solved via Mixed-Integer Linear Programming, sometimes multiple times per day, with…
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…
This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which the computing nodes predict the future local costs based on…
This paper is devoted to the design of an efficient and convergent {semi-proximal} alternating direction method of multipliers (ADMM) for finding a solution of low to medium accuracy to convex quadratic conic programming and related…
The high computational complexity and energy consumption of artificial intelligence (AI) algorithms hinder their application in augmented reality (AR) systems. However, mobile edge computing (MEC) makes it possible to solve this problem.…
We address distributed learning problems over undirected networks. Specifically, we focus on designing a novel ADMM-based algorithm that is jointly computation- and communication-efficient. Our design guarantees computational efficiency by…
Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…
Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…
We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton…
Utility-based shortfall risk (UBSR), a convex risk measure sensitive to tail losses, has gained popularity in recent years. However, research on computational methods for UBSR optimization remains relatively scarce. In this paper, we…
We consider a class of structured, nonconvex, nonsmooth optimization problems under orthogonality constraints, where the objectives combine a smooth function, a nonsmooth concave function, and a nonsmooth weakly convex function. This class…
Electric power distribution systems will encounter fluctuations in supply due to the introduction of renewable sources with high variability in generation capacity. It is therefore necessary to provide algorithms that are capable of…
The unit commitment (UC) problem is a nonlinear, high-dimensional, highly constrained, mixed-integer power system optimization problem and is generally solved in the literature considering minimizing the system operation cost as the only…
Power systems Unit Commitment (UC) problem determines the generator commitment schedule and dispatch decisions for power networks based on forecasted electricity demand. However, with the increasing penetration of renewables and stochastic…
This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…
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…