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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

Privacy preservation is addressed for decentralized optimization, where $N$ agents cooperatively minimize the sum of $N$ convex functions private to these individual agents. In most existing decentralized optimization approaches,…

Optimization and Control · Mathematics 2018-07-03 Chunlei Zhang , Muaz Ahmad , Yongqiang Wang

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

Networking and Internet Architecture · Computer Science 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

In this paper, we develop a new parallel auxiliary grid algebraic multigrid (AMG) method to leverage the power of graphic processing units (GPUs). In the construction of the hierarchical coarse grid, we use a simple and fixed coarsening…

Numerical Analysis · Mathematics 2012-12-07 Lu Wang , Xiaozhe Hu , Jonathan Cohen , Jinchao Xu

An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

Optimization and Control · Mathematics 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon

In this paper, we review the parallel and distributed optimization algorithms based on the alternating direction method of multipliers (ADMM) for solving "big data" optimization problems in modern communication networks. We first introduce…

Numerical Analysis · Computer Science 2015-04-09 Lanchao Liu , Zhu Han

Many real-world optimization models contain exploitable sparsity and block structure, but this structure is often obscured in algebraic form, limiting the effectiveness of modern parallel algorithms. We propose an automatic pipeline that…

Optimization and Control · Mathematics 2026-03-23 Kaizhao Sun , Baihao Wu , Kun Yuan , Wotao Yin

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

Signal Processing · Electrical Eng. & Systems 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

Optimization and Control · Mathematics 2021-12-15 Andrew Butler , Roy Kwon

Distributed algorithms enable private Optimal Power Flow (OPF) computations by avoiding the need in sharing sensitive information localized in algorithms sub-problems. However, adversaries can still infer this information from the…

Optimization and Control · Mathematics 2020-03-23 Vladimir Dvorkin , Pascal Van Hentenryck , Jalal Kazempour , Pierre Pinson

In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…

Optimization and Control · Mathematics 2020-09-30 S. Sh. Alaviani , A. G. Kelkar

In this paper we solve on GPUs massive problems with large amount of data, which are not appropriate for solution with the SIMD technology. For the given problem we consider a three-level parallelization. The multithreading of CPU is used…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-02-18 Natalya Litvinenko

Federated systems enable collaborative training on highly heterogeneous data through model personalization, which can be facilitated by employing multi-task learning algorithms. However, significant variation in device computing…

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , John Lygeros

Privacy-preserving distributed machine learning becomes increasingly important due to the recent rapid growth of data. This paper focuses on a class of regularized empirical risk minimization (ERM) machine learning problems, and develops…

Machine Learning · Computer Science 2016-03-11 Tao Zhang , Quanyan Zhu

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-24 Yu Yang , Xiaohong Guan , Qing-Shan Jia , Liang Yu , Bolun Xu , Costas J. Spanos

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-20 Richard Heusdens , Guoqiang Zhang