Optimal parameter selection for the alternating direction method of multipliers (ADMM): Quadratic problems

E Ghadimi, A Teixeira, I Shames… - IEEE Transactions on …, 2014 - ieeexplore.ieee.org
The alternating direction method of multipliers (ADMM) has emerged as a powerful
technique for large-scale structured optimization. Despite many recent results on the …

Operator splitting performance estimation: Tight contraction factors and optimal parameter selection

EK Ryu, AB Taylor, C Bergeling, P Giselsson - SIAM Journal on Optimization, 2020 - SIAM
We propose a methodology for studying the performance of common splitting methods
through semidefinite programming. We prove tightness of the methodology and demonstrate …

Explicit convergence rate of a distributed alternating direction method of multipliers

F Iutzeler, P Bianchi, P Ciblat… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
Consider a set of N agents seeking to solve distributively the minimization problem inf∞ Σ
n= 1 N fn (x) where the convex functions fn are local to the agents. The popular Alternating …

ADMM-Net for communication interference removal in stepped-frequency radar

J Johnston, Y Li, M Lops, X Wang - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
Complex ADMM-Net, a complex-valued neural network architecture inspired by the
alternating direction method of multipliers (ADMM), is designed for interference removal in …

Reliability-constrained self-organization and energy management towards a resilient microgrid cluster

M He, M Giesselmann - 2015 IEEE power & energy society …, 2015 - ieeexplore.ieee.org
Microgrids, as individual controllable entities that can operate either islanded from or
interconnected to main power grid, have emerged as a promising solution to improving …

Multiagent Newton–Raphson optimization over lossy networks

N Bof, R Carli, G Notarstefano… - … on Automatic Control, 2018 - ieeexplore.ieee.org
In this work, we study the problem of unconstrained convex optimization in a fully distributed
multiagent setting, which includes asynchronous computation and lossy communication. In …

The ADMM algorithm for distributed quadratic problems: Parameter selection and constraint preconditioning

A Teixeira, E Ghadimi, I Shames… - IEEE Transactions …, 2015 - ieeexplore.ieee.org
This paper presents optimal parameter selection and preconditioning of the alternating
direction method of multipliers (ADMM) algorithm for a class of distributed quadratic …

Analysis of Newton-Raphson consensus for multi-agent convex optimization under asynchronous and lossy communications

R Carli, G Notarstefano, L Schenato… - 2015 54th IEEE …, 2015 - ieeexplore.ieee.org
We extend a multi-agent convex-optimization algorithm named Newton-Raphson consensus
to a network scenario that involves directed, asynchronous and lossy communications. We …

A zeroth-order proximal stochastic gradient method for weakly convex stochastic optimization

S Pougkakiotis, D Kalogerias - SIAM Journal on Scientific Computing, 2023 - SIAM
In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the
minimization of weakly convex stochastic optimization problems. We consider nonsmooth …

Distributed estimation of graph Laplacian eigenvalues by the alternating direction of multipliers method

TMD Tran, AY Kibangou - IFAC Proceedings Volumes, 2014 - Elsevier
This paper presents a new method for estimating the eigenvalues of the Laplacian matrix
associated with the graph describing the network topology of a multi-agent system. Given an …