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In this paper, we consider solving multiple-block separable convex minimization problems using alternating direction method of multipliers (ADMM). Motivated by the fact that the existing convergence theory for ADMM is mostly limited to the…

Optimization and Control · Mathematics 2013-08-27 Xiangfeng Wang , Mingyi Hong , Shiqian Ma , Zhi-Quan Luo

This paper develops a scalable new algorithm, called NysADMM, to minimize a smooth convex loss function with a convex regularizer. NysADMM accelerates the inexact Alternating Direction Method of Multipliers (ADMM) by constructing a…

Optimization and Control · Mathematics 2022-07-05 Shipu Zhao , Zachary Frangella , Madeleine Udell

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.…

Numerical Analysis · Mathematics 2021-07-20 William W. Hager , Hongchao Zhang

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…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

In this paper, we design low correlation binary sequences favorable in wireless communication and radar applications. First, we formulate the designing problem as a nonconvex combination optimization problem with flexible correlation…

Signal Processing · Electrical Eng. & Systems 2021-10-07 Jiangtao Wang , Yongchao Wang

Motivated by the application of using model predictive control (MPC) for motion planning of autonomous mobile robots, a form of output tracking MPC for non-holonomic systems and with non-convex constraints is studied. Although the…

Robotics · Computer Science 2025-10-22 Matthias Lorenzen , Teodoro Alamo , Martina Mammarella , Fabrizio Dabbene

We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To…

Robotics · Computer Science 2025-04-29 Tobia Marcucci , Mathew Halm , Will Yang , Dongchan Lee , Andrew D. Marchese

Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…

Optimization and Control · Mathematics 2016-09-21 Kejun Huang , Nicholas D. Sidiropoulos

We consider three challenges in multi-block Alternating Direction Method of Multipliers (ADMM): building convergence conditions for ADMM with any block (variable) sequence, finding available block sequences to be fit for ADMM, and designing…

Systems and Control · Computer Science 2018-03-06 Jun Li , Hongfu Liu , Yue Wu , Yun Fu

This paper presents GeNI-ADMM, a framework for large-scale composite convex optimization that facilitates theoretical analysis of both existing and new approximate ADMM schemes. GeNI-ADMM encompasses any ADMM algorithm that solves a first-…

Optimization and Control · Mathematics 2025-06-23 Zachary Frangella , Theo Diamandis , Bartolomeo Stellato , Madeleine Udell

Recently, the centroidal momentum dynamics has received substantial attention to plan dynamically consistent motions for robots with arms and legs in multi-contact scenarios. However, it is also non convex which renders any optimization…

Robotics · Computer Science 2018-02-27 Brahayam Ponton , Alexander Herzog , Andrea Del Prete , Stefan Schaal , Ludovic Righetti

This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

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…

Optimization and Control · Mathematics 2021-04-27 Wei Jiang , Andreas Grammenos , Evangelia Kalyvianaki , Themistoklis Charalambous

Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…

Machine Learning · Statistics 2018-09-12 Lei Guan , Linbo Qiao , Dongsheng Li , Tao Sun , Keshi Ge , Xicheng Lu

This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…

Optimization and Control · Mathematics 2026-03-10 Yacine Mokhtari

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…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

Distributed optimization provides a framework for deriving distributed algorithms for a variety of multi-robot problems. This tutorial constitutes the first part of a two-part series on distributed optimization applied to multi-robot…

Robotics · Computer Science 2024-12-02 Ola Shorinwa , Trevor Halsted , Javier Yu , Mac Schwager

In this paper, we consider a multi-block generalized alternating direction method of multiplier (GADMM) algorithm for minimizing a linearly constrained separable nonconvex and possibly nonsmooth optimization problem. The GADMM generalizes…

Optimization and Control · Mathematics 2021-09-02 Maryam Yashtini

The paper present a novel approach for the solution of the Multi-Robot Communication-Aware Trajectory Planning, which builds on a general optimisation framework where the changes in robots positions are used as decision variable, and linear…

Robotics · Computer Science 2024-06-27 Jeppe Heini Mikkelsen , Roberto Galeazzi , Matteo Fumagalli

Alternating Direction Method of Multiplier (ADMM) has been a popular algorithmic framework for separable optimization problems with linear constraints. For numerical ADMM fail to exploit the particular structure of the problem at hand nor…

Computer Vision and Pattern Recognition · Computer Science 2021-09-07 Risheng Liu , Pan Mu , Jin Zhang