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In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…
Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…
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…
In this paper, we address the numerical solution of the Optimal Transport Problem on undirected weighted graphs, taking the shortest path distance as transport cost. The optimal solution is obtained from the long-time limit of the gradient…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
The present work introduces the hybrid consensus alternating direction method of multipliers (H-CADMM), a novel framework for optimization over networks which unifies existing distributed optimization approaches, including the centralized…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…
This paper proposes a parallel optimization algorithm for cooperative automation of large-scale connected vehicles. The task of cooperative automation is formulated as a centralized optimization problem taking the whole decision space of…
In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…
In distributed optimization and federated learning, asynchronous alternating direction method of multipliers (ADMM) serves as an attractive option for large-scale optimization, data privacy, straggler nodes and variety of objective…
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…
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 investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…
This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…
The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…
In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…
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…