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相关论文: Parallel ADMM for robust quadratic optimal resourc…

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In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

机器学习 · 计算机科学 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

The unit commitment problem (UC) is an optimization problem concerning the operation of electrical generators. Many algorithms have been proposed for the UC and in recent years a more decentralized approach, by solving the UC with…

最优化与控制 · 数学 2023-11-23 Rogier Hans Wuijts , Marjan van den Akker , Machteld van den Broek

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

In this paper, we propose an algorithmic framework, dubbed inertial alternating direction methods of multipliers (iADMM), for solving a class of nonconvex nonsmooth multiblock composite optimization problems with linear constraints. Our…

最优化与控制 · 数学 2023-01-26 Le Thi Khanh Hien , Duy Nhat Phan , Nicolas Gillis

We present a Model Predictive Control (MPC) algorithm for energy management in aircraft with hybrid electric propulsion systems consisting of gas turbine and electric motor components. Series and parallel configurations are considered. By…

最优化与控制 · 数学 2022-06-13 Martin Doff-Sotta , Mark Cannon , Marko Bacic

Discrete variational methods show excellent performance in numerical simulations of different mechanical systems. In this paper, we introduce an iterative procedure for the solution of discrete variational equations for boundary value…

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

统计理论 · 数学 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang

This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…

统计计算 · 统计学 2023-12-05 Cheng Wang , Haozhe Chen , Binyan Jiang

Pose graph optimization (PGO) is fundamental to robot perception and navigation systems, serving as the mathematical backbone for solving simultaneous localization and mapping (SLAM). Existing solvers suffer from polynomial growth in…

最优化与控制 · 数学 2026-01-23 Xin Chen , Chunfeng Cui , Deren Han , Liqun Qi

The alternating direction method of multipliers (ADMM) has gained increasing popularity in embedded model predictive control (MPC) due to its code simplicity and pain-free parameter selection. However, existing ADMM solvers either target…

最优化与控制 · 数学 2026-05-22 Liang Wu , Bo Yang , Junheng Li , Xu Yang , Yilin Mo , Yang Shi , Aaron D. Ames , Ján Drgoňa

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

最优化与控制 · 数学 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

最优化与控制 · 数学 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

最优化与控制 · 数学 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

In this paper, we establish the convergence properties for a majorized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization problems whose objectives contain coupled functions. Our convergence…

最优化与控制 · 数学 2017-01-18 Ying Cui , Xudong Li , Defeng Sun , Kim-Chuan Toh

Distributed computing has been widely applied in distributed edge networks for reducing the processing burden of high-dimensional data centralization, where a high-dimensional computational task is decomposed into multiple low-dimensional…

分布式、并行与集群计算 · 计算机科学 2026-01-22 Mengchun Xia , Zhicheng Dong , Donghong Cai , Fang Fang , Lisheng Fan , Pingzhi Fan

We present a scalable solution method based on an alternating direction method of multipliers and graphics processing units (GPUs) for rapidly computing and tracking a solution of alternating current optimal power flow (ACOPF) problem. Such…

最优化与控制 · 数学 2021-10-14 Youngdae Kim , Kibaek Kim

In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…

数值分析 · 数学 2021-04-01 Jianchao Bai , Yuxue Ma , Hao Sun , Miao Zhang

We consider a model predictive control (MPC) setting, where we use the alternating direction method of multipliers (ADMM) to exploit problem structure. We take advantage of interacting components in the controlled system by decomposing its…

最优化与控制 · 数学 2019-05-16 Felix Rey , Peter Hokayem , John Lygeros

The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to…

最优化与控制 · 数学 2020-06-29 Wenqing Ouyang , Yue Peng , Yuxin Yao , Juyong Zhang , Bailin Deng

We investigate a class of general combinatorial graph problems, including MAX-CUT and community detection, reformulated as quadratic objectives over nonconvex constraints and solved via the alternating direction method of multipliers…

最优化与控制 · 数学 2018-05-29 Chuangchuang Sun , Yifan Sun , Ran Dai