Professor Ernest K. Ryu, Department of Mathematical Sciences at Seoul National University, visited CDSL. He held a seminar and presented various techniques for solving optimization problems, particularly for distributed systems.
One of the representative techniques is the alternating direction method of multipliers (ADMM), which is an algorithm that divides a complicated optimization function into several functions that are easier to solve. In addition, through refinement of optimization problem, it is able to obtain simple implementation of ADMM.
These techniques were studied in the discrete time domain, but they recently has also been presented in the continuous time domain. According to professor Ryu, ADMM has recently come under the spotlight because it boosts intuitions in more diverse areas in the development of optimization algorithms.
CDSL has also published several results on distributed optimization, especially based on the theory of blended dynamics for multi-agent systems. Starting with today’s seminar, we hope that CDSL and professor Ryu will produce good results through active research exchanges.
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