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In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

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…

Optimization and Control · Mathematics 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

In this paper, we depart from the widely-used gradient descent-based hierarchical federated learning (FL) algorithms to develop a novel hierarchical FL framework based on the alternating direction method of multipliers (ADMM). Within this…

Machine Learning · Computer Science 2024-09-30 Seyed Mohammad Azimi-Abarghouyi , Nicola Bastianello , Karl H. Johansson , Viktoria Fodor

In order to meet the requirements for performance, safety, and latency in many IoT applications, intelligent decisions must be made right here right now at the network edge. However, the constrained resources and limited local data amount…

Machine Learning · Computer Science 2021-08-19 Sheng Yue , Ju Ren , Jiang Xin , Sen Lin , Junshan 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

The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…

Optimization and Control · Mathematics 2015-12-01 Mingyi Hong , Zhi-Quan Luo , Meisam Razaviyayn

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

Numerical Analysis · Mathematics 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

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…

Robotics · Computer Science 2026-03-13 Lukas Pries , Jon Arrizabalaga , Zachary Manchester , Markus Ryll

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed…

Machine Learning · Computer Science 2020-12-10 Jiahao Ding , Xiaoqi Qin , Wenjun Xu , Yanmin Gong , Chi Zhang , Miao Pan

Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…

Machine Learning · Computer Science 2018-02-27 Rui Zhu , Di Niu , Zongpeng Li

In multi-robot system (MRS) applications, efficient task assignment is essential not only for coordinating agents and ensuring mission success but also for maintaining overall system security. In this work, we first propose an…

Multiagent Systems · Computer Science 2025-09-04 Ziqi Yang , Roberto Tron

Federated recommendation addresses the data silo and privacy problems altogether for recommender systems. Current federated recommender systems mainly utilize cryptographic or obfuscation methods to protect the original ratings from…

Information Retrieval · Computer Science 2022-06-22 Liu Yang , Junxue Zhang , Di Chai , Leye Wang , Kun Guo , Kai Chen , Qiang Yang

In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…

Optimization and Control · Mathematics 2018-07-30 Sebastian East , Mark Cannon

We present an algorithm based on the alternating direction method of multipliers (ADMM) for solving nonlinear matrix decompositions (NMD). Given an input matrix $X \in \mathbb{R}^{m \times n}$ and a factorization rank $r \ll \min(m, n)$,…

Signal Processing · Electrical Eng. & Systems 2025-12-23 Atharva Awari , Nicolas Gillis , Arnaud Vandaele

We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may…

Optimization and Control · Mathematics 2019-01-28 Fred Moolekamp , Peter Melchior

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…

Machine Learning · Computer Science 2025-08-19 Sagar Shrestha