Passivity-based analysis of the ADMM algorithm for constraint-coupled optimization

DOI10.1016/J.AUTOMATICA.2022.110552zbMATH Open1504.93306OpenAlexW4296903222MaRDI QIDQ2097705FDOQ2097705

Authors: Ivano Notarnicola, Alessandro Falsone 

Publication date: 14 November 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110552

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zbMATH Keywords

ADMMnonsmooth optimizationpassivity theoryconstraint-coupled optimizationcontrol for optimization

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20)

Cites Work

• Optimal Parameter Selection for the Alternating Direction Method of Multipliers (ADMM): Quadratic Problems
• Linear Convergence and Metric Selection for Douglas-Rachford Splitting and ADMM
• Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
• Title not available (Why is that?)
• Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems
• Tracking-ADMM for distributed constraint-coupled optimization
• Proximal gradient flow and Douglas-Rachford splitting dynamics: global exponential stability via integral quadratic constraints
• Continuous-Time Optimization Dynamics Mirroring ADMM Architecture and Passivity-Based Robustification Against Delays
• Robustness of Accelerated First-Order Algorithms for Strongly Convex Optimization Problems

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