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相关论文: Dynamic Sharing Through the ADMM

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We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…

机器学习 · 统计学 2018-06-26 Alex Tank , Emily B. Fox , Ali Shojaie

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.…

最优化与控制 · 数学 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…

数值分析 · 数学 2017-04-21 Sören Bartels , Marijo Milicevic

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…

信号处理 · 电气工程与系统科学 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai

With the proliferation of distributed energy resources and the volume of data stored due to advancement in metering infrastructure, energy management in power system operation needs distributed computing. In this paper, we propose a fully…

系统与控制 · 电气工程与系统科学 2020-05-21 Shailesh Wasti , Pablo Ubiratan , Shahab Afshar , Vahid Disfani

Consider a set of networked agents endowed with private cost functions and seeking to find a consensus on the minimizer of the aggregate cost. A new class of random asynchronous distributed optimization methods is introduced. The methods…

分布式、并行与集群计算 · 计算机科学 2013-03-13 Franck Iutzeler , Pascal Bianchi , Philippe Ciblat , Walid Hachem

Stochastic alternating direction method of multipliers (ADMM), which visits only one sample or a mini-batch of samples each time, has recently been proved to achieve better performance than batch ADMM. However, most stochastic methods can…

机器学习 · 计算机科学 2015-07-21 Shen-Yi Zhao , Wu-Jun Li , Zhi-Hua Zhou

Distributed optimization has attracted lots of attention in the operation of power systems in recent years, where a large area is decomposed into smaller control regions each solving a local optimization problem with periodic information…

分布式、并行与集群计算 · 计算机科学 2017-11-07 Junyao Guo , Gabriela Hug , Ozan Tonguz

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

系统与控制 · 电气工程与系统科学 2022-11-17 Vivek Khatana , Murti V. Salapaka

ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…

分布式、并行与集群计算 · 计算机科学 2017-01-17 Layla Majzoobi , Farshad Lahouti

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…

机器学习 · 计算机科学 2020-12-10 Jiahao Ding , Xiaoqi Qin , Wenjun Xu , Yanmin Gong , Chi Zhang , Miao Pan

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…

最优化与控制 · 数学 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

最优化与控制 · 数学 2022-04-01 Suhail M. Shah , Konstantin E. Avrachenkov

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

最优化与控制 · 数学 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

The alternating direction method of multipliers (ADMM) is a powerful algorithm for solving decentralized optimization problems including networked microgrid energy management (NetMEM). However, its performance is highly sensitive to the…

系统与控制 · 电气工程与系统科学 2025-11-13 Jesus Silva-Rodriguez , Xingpeng Li

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…

最优化与控制 · 数学 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

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…

最优化与控制 · 数学 2015-06-16 Wei Shi , Qing Ling , Kun Yuan , Gang Wu , Wotao Yin

This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

机器人学 · 计算机科学 2021-03-23 Viet-Anh Le , Linh Nguyen , Truong X. Nghiem

In this work, we consider the distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology (directed graph or…

最优化与控制 · 数学 2021-10-07 Wei Jiang , Themistoklis Charalambous

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,…

系统与控制 · 电气工程与系统科学 2020-08-11 Reza Roofegari Nejad , Wei Sun