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The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

分布式、并行与集群计算 · 计算机科学 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

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)…

最优化与控制 · 数学 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

信号处理 · 电气工程与系统科学 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

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…

系统与控制 · 计算机科学 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

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…

最优化与控制 · 数学 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

最优化与控制 · 数学 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

Due to the large volume of heterogeneous data provided by both the customer and the grid side, a big data visualization platform is built to discover the hidden useful knowledge for smart grid (SG) operation, control and situation…

系统与控制 · 计算机科学 2018-03-19 Yi Gu

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…

最优化与控制 · 数学 2018-04-09 Joachim Giesen , Sören Laue

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

机器学习 · 计算机科学 2020-05-19 Zonghao Huang , Yanmin Gong

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

数值分析 · 数学 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

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…

最优化与控制 · 数学 2012-12-07 Tyler H. Summers , John Lygeros

Smart devices, storage and other distributed technologies have the potential to greatly improve the utilisation of network infrastructure and renewable generation. Decentralised control of these technologies overcomes many scalability and…

最优化与控制 · 数学 2024-10-30 Paul Scott , Sylvie Thiébaux

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…

分布式、并行与集群计算 · 计算机科学 2024-02-20 Richard Heusdens , Guoqiang Zhang

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

最优化与控制 · 数学 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

最优化与控制 · 数学 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

最优化与控制 · 数学 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-specific convex objective functions, while the agents' decisions…

最优化与控制 · 数学 2019-11-27 Goran Banjac , Felix Rey , Paul Goulart , John Lygeros

In this paper we demonstrate a novel alternating direction method of multipliers (ADMM) algorithm for the solution of the hybrid vehicle energy management problem considering both power split and engine on/off decisions. The solution of a…

最优化与控制 · 数学 2019-05-30 Sebastian East , Mark Cannon

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…

网络与互联网体系结构 · 计算机科学 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

最优化与控制 · 数学 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu