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In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

最优化与控制 · 数学 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

最优化与控制 · 数学 2020-07-24 Nicola Bastianello , Ruggero Carli , Luca Schenato , Marco Todescato

This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…

最优化与控制 · 数学 2020-09-08 Shan Sun , Wei Ren

This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…

最优化与控制 · 数学 2024-05-07 Nicola Bastianello , Emiliano Dall'Anese

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

最优化与控制 · 数学 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

Thanks to its versatility, its simplicity, and its fast convergence, ADMM is among the most widely used approaches for solving a convex problem in distributed form. However, making it running efficiently is an art that requires a fine…

最优化与控制 · 数学 2019-07-10 Tomaso Erseghe

Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…

最优化与控制 · 数学 2016-11-17 Shengyu Zhu , Mingyi Hong , Biao Chen

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…

机器学习 · 计算机科学 2018-02-27 Rui Zhu , Di Niu , Zongpeng Li

The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…

最优化与控制 · 数学 2022-04-05 Hongwu Li , Haibin Zhang , Yunhai Xiao

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

机器学习 · 计算机科学 2019-10-11 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

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) 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…

最优化与控制 · 数学 2020-03-23 Mingxi Zhu , Kresimir Mihic , Yinyu Ye

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…

系统与控制 · 计算机科学 2018-02-05 Milos S. Stankovic , Srdjan S. Stankovic , Karl Henrik Johansson

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…

机器学习 · 计算机科学 2016-04-05 Changkyu Song , Sejong Yoon , Vladimir Pavlovic

This paper presents a tutorial on the Consensus Alternating Direction Method of Multipliers (Consensus ADMM) for distributed optimization, with a specific focus on applications in multi-robot systems. In this tutorial, we derive the…

最优化与控制 · 数学 2024-10-08 Jushan Chen

Alternating direction method of multiplier (ADMM) is a powerful method to solve decentralized convex optimization problems. In distributed settings, each node performs computation with its local data and the local results are exchanged…

密码学与安全 · 计算机科学 2018-10-09 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…

最优化与控制 · 数学 2021-12-21 Jianchao Bai , Deren Han , Hao Sun , Hongchao Zhang

This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…

最优化与控制 · 数学 2019-06-06 Xinlei Yi , Xiuxian Li , Lihua Xie , Karl H. Johansson

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

机器学习 · 计算机科学 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi