Optimal parameter selection for the alternating direction method of multipliers (ADMM): Quadratic problems
The alternating direction method of multipliers (ADMM) has emerged as a powerful
technique for large-scale structured optimization. Despite many recent results on the …
technique for large-scale structured optimization. Despite many recent results on the …
Operator splitting performance estimation: Tight contraction factors and optimal parameter selection
We propose a methodology for studying the performance of common splitting methods
through semidefinite programming. We prove tightness of the methodology and demonstrate …
through semidefinite programming. We prove tightness of the methodology and demonstrate …
Explicit convergence rate of a distributed alternating direction method of multipliers
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 …
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
Complex ADMM-Net, a complex-valued neural network architecture inspired by the
alternating direction method of multipliers (ADMM), is designed for interference removal in …
alternating direction method of multipliers (ADMM), is designed for interference removal in …
Reliability-constrained self-organization and energy management towards a resilient microgrid cluster
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 …
interconnected to main power grid, have emerged as a promising solution to improving …
Multiagent Newton–Raphson optimization over lossy networks
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 …
multiagent setting, which includes asynchronous computation and lossy communication. In …
The ADMM algorithm for distributed quadratic problems: Parameter selection and constraint preconditioning
This paper presents optimal parameter selection and preconditioning of the alternating
direction method of multipliers (ADMM) algorithm for a class of distributed quadratic …
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
We extend a multi-agent convex-optimization algorithm named Newton-Raphson consensus
to a network scenario that involves directed, asynchronous and lossy communications. We …
to a network scenario that involves directed, asynchronous and lossy communications. We …
A zeroth-order proximal stochastic gradient method for weakly convex stochastic optimization
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 …
minimization of weakly convex stochastic optimization problems. We consider nonsmooth …
Distributed estimation of graph Laplacian eigenvalues by the alternating direction of multipliers method
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 …
associated with the graph describing the network topology of a multi-agent system. Given an …