Related papers: A Brief Tutorial on Consensus ADMM for Distributed…
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…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
This paper investigates non-myopic path planning of mobile sensors for multi-target tracking. Such problem has posed a high computational complexity issue and/or the necessity of high-level decision making. Existing works tackle these…
The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…
The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…
The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…
This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and…
In this paper, the optimal consensus problem for general nonlinear multi-agent systems is studied, where both leaderless and leader-follower cases are considered in a unified framework. The key idea is to convert consensus problems into…
In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…
Numerous problems in machine learning are formulated as optimization with manifold constraints. In this paper, we propose the Manifold alternating directions method of multipliers (MADMM), an extension of the classical ADMM scheme for…
We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…
This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
The augmented Lagrangian method (ALM) is a classical optimization tool that solves a given "difficult" (constrained) problem via finding solutions of a sequence of "easier"(often unconstrained) sub-problems with respect to the original…
This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…
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…
Collaborative Simultaneous Localization and Mapping (C-SLAM) is a fundamental capability for multi-robot teams as it enables downstream tasks like planning and navigation. However, existing C-SLAM back-end algorithms that are required to…
In this paper we present a fully distributed, asynchronous, and general purpose optimization algorithm for Consensus Simultaneous Localization and Mapping (CSLAM). Multi-robot teams require that agents have timely and accurate solutions to…