Parallel alternating direction method of multipliers

被引：17
|
作者：
Yan, Jiaqi [1 ]
Guo, Fanghong [2 ]
Wen, Changyun [1 ]
Li, Guoqi [3 ]
机构：
[1] Nanyang Technol Univ, Singapore, Singapore
[2] Zhejiang Univ Technol, Hangzhou, Zhejiang, Peoples R China
[3] Tsinghua Univ, Beijing, Peoples R China
来源：
INFORMATION SCIENCES | 2020年 / 507卷
基金：
中国国家自然科学基金;
关键词：
Distributed optimization; ADMM; Parallel algorithm; DISTRIBUTED OPTIMIZATION; SENSOR NETWORKS; CONSENSUS; ALGORITHM; ADMM; DECOMPOSITION; CONVERGENCE;
D O I：
10.1016/j.ins.2019.08.039
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we consider the distributed optimization problem, where the objective function is the sum of local cost functions. To solve this problem, a new parallel Alternating Direction Method of Multipliers (ADMM) algorithm is developed, which guarantees that the agents cooperatively reach an optimal agreement. Different from most of the existing ADMM approaches, our algorithm allows all the agents to update their local variables simultaneously in a parallel manner. It is theoretically proved that the local solutions of all the agents could reach a consensus, and converge to the optimal solution asymptotically with the rate of O(1/k). Numerical examples are finally provided to validate the effectiveness of the proposed method. (C) 2019 Elsevier Inc. All rights reserved.
引用
收藏
页码：185 / 196
页数：12
相关论文
共 50 条
  • [31] BI-ALTERNATING DIRECTION METHOD OF MULTIPLIERS
    Zhang, Guoqiang
    Heusdens, Richard
    2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2013, : 3317 - 3321
  • [32] DECENTRALIZED LINEARIZED ALTERNATING DIRECTION METHOD OF MULTIPLIERS
    Ling, Qing
    Ribeiro, Alejandro
    2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2014,
  • [33] A Fast Symmetric Alternating Direction Method of Multipliers
    Luo, Gang
    Yang, Qingzhi
    NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 13 (01): : 200 - 219
  • [34] Alternating direction method of multipliers for polynomial optimization
    Cerone, V.
    Fosson, S. M.
    Pirrera, S.
    Regruto, D.
    2023 EUROPEAN CONTROL CONFERENCE, ECC, 2023,
  • [35] Adaptive Stochastic Alternating Direction Method of Multipliers
    Zhao, Peilin
    Yang, Jinwei
    Zhang, Tong
    Li, Ping
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 37, 2015, 37 : 69 - 77
  • [36] Alternating Direction Method of Multipliers with variable stepsize for Partially Parallel MR Image reconstruction
    Yan, Shiyou
    Yang, Min
    PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017), 2017, : 10886 - 10889
  • [37] PARALLEL 3D LIMIT ANALYSIS VIA THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS
    Deusdado, Nuno M.
    Da Silva, Mario V.
    Antao, Armando N.
    COMPUTATIONAL PLASTICITY XIII: FUNDAMENTALS AND APPLICATIONS, 2015, : 1077 - 1086
  • [38] Decentralized Quadratically Approximated Alternating Direction Method of Multipliers
    Mokhtari, Aryan
    Shi, Wei
    Ling, Qing
    Ribeiro, Alejandro
    2015 IEEE GLOBAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING (GLOBALSIP), 2015, : 795 - 799
  • [39] Quasistatic cohesive fracture with an alternating direction method of multipliers
    Petrie, James I.
    Hirmand, M. Reza
    Papoulia, Katerina D.
    ENGINEERING FRACTURE MECHANICS, 2022, 264
  • [40] Online parallel multi-task relationship learning via alternating direction method of multipliers
    Li, Ruiyu
    Zhao, Peilin
    Li, Guangxia
    Xu, Zhiqiang
    Li, Xuewei
    NEUROCOMPUTING, 2025, 611
12345