Related papers: Structure Learning via ADMM in Networks obeying Co…
Over the last two decades, the Latent Position Model (LPM) has become a prominent tool to obtain model-based visualizations of networks. However, the geometric structure of the LPM is inherently symmetric, in the sense that outgoing and…
This paper addresses distributed state estimation for multi-agent systems with local and relative measurements, motivated by cooperative localization problems in which the global state dimension scales with the size of the network. We…
We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation,…
In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…
Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine learning problems. One example is the regularized empirical risk…
As problems in machine learning, smartgrid dispatch, and IoT coordination problems have grown, distributed and fully-decentralized optimization models have gained attention for providing computational scalability to optimization tools.…
Thanks to its versatility, its simplicity, and its fast convergence, ADMM is among the most widely used approaches for solving a convex problem in distributed form. However, making it running efficiently is an art that requires a fine…
We consider the structured stochastic convex program requiring the minimization of $\mathbb{E}[\tilde f(x,\xi)]+\mathbb{E}[\tilde g(y,\xi)]$ subject to the constraint $Ax + By = b$. Motivated by the need for decentralized schemes and…
In this paper we present a convex formulation of the Model Predictive Control (MPC) optimisation for energy management in hybrid electric vehicles, and an Alternating Direction Method of Multipliers (ADMM) algorithm for its solution. We…
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…
The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…
We develop a structure-preserving ADMM method, denoted SP-ADMM, for learning energy-stable spatial derivative stencils for Maxwell equations from noisy data. Starting from the source-free Maxwell system, we focus on a one-dimensional…
In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…
We investigate structured sparsity methods for variable selection in regression problems where the target depends nonlinearly on the inputs. We focus on general nonlinear functions not limiting a priori the function space to additive…
In this paper, we analyze the convergence of Alternating Direction Method of Multipliers (ADMM) on convex quadratic programs (QPs) with linear equality and bound constraints. The ADMM formulation alternates between an equality constrained…
Ad hoc wireless networks exhibit complex, innate and coupled dynamics: node mobility, energy depletion and topology change that are difficult to model analytically. Model-free deep reinforcement learning requires sustained online…
Weight pruning methods of DNNs have been demonstrated to achieve a good model pruning rate without loss of accuracy, thereby alleviating the significant computation/storage requirements of large-scale DNNs. Structured weight pruning methods…
Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…
Acceleration of deep neural networks to meet a specific latency constraint is essential for their deployment on mobile devices. In this paper, we design an architecture aware latency constrained sparse (ALCS) framework to prune and…
In order to improve the fault diagnosis capability of multivariate statistical methods, this article introduces a fault isolation framework based on structured sparsity modeling. The developed method relies on the reconstruction based…