4 papers
CADMM-Prox: A Bi-level Consensus ADMM for Non-smooth Non-convex Distributed Consensus Optimization
Xu Du, Shuting Wu, Karl H. Johansson +1
Non-smooth and non-convex optimization problems are pervasive in machine learning, control, and signal processing, due to the need for sparse solutions and the inherently non-conve…
A Global Convergence Analysis of Consensus ALADIN for Convex Optimization
Xu Du, Shuting Wu, Karl H. Johansson +1
Distributed optimization problems are pervasive in machine learning and optimal control. In this paper, we study smooth strongly convex distributed consensus optimization problems.…
A Time Splitting Based Optimization Method for Nonlinear MHE
Shuting Wu, Yifei Wang, Jingzhe Wang +2
Moving Horizon Estimation~(MHE) is essentially an optimization-based approach designed to estimate the states of dynamic systems within a moving time horizon. Traditional MHE solut…
ALADIN-: A Distributed Optimization Algorithm for Solving MPCC Problems
Yifei Wang, Shuting Wu, Genke Yang +3
Mathematical Programs with Complementarity Constraints (MPCC) are critical in various real-world applications but notoriously challenging due to non-smoothness and degeneracy from…