Related papers: An Asynchronous Decentralised Optimisation Algorit…
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…
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…
In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…
This paper proposes a fully distributed reactive power optimization algorithm that can obtain the global optimum of non-convex problems for distribution networks without a central coordinator. Second-order cone (SOC) relaxation is used to…
We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…
Recently, heuristics based on the Douglas-Rachford splitting algorithm and the alternating direction method of multipliers (ADMM) have found empirical success in minimizing convex functions over nonconvex sets, but not much has been done to…
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…
Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…
This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…
In this paper we propose a distributed implementation of the relaxed Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization of a separable convex cost function, whose terms are stored by a set of interacting agents,…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for convex optimization. The analysis is based on a new inexact…
The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…
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…
In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…
Distributed restoration can harness distributed energy resources (DER) to enhance the resilience of active distribution networks. However, the large number of decision variables, especially the binary decision variables of reconfiguration,…
In this work, we introduce ADAPD, $\textbf{A}$ $\textbf{D}$ecentr$\textbf{A}$lized $\textbf{P}$rimal-$\textbf{D}$ual algorithmic framework for solving non-convex and smooth consensus optimization problems over a network of distributed…
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…
Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…
To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…