On the O(1/k) convergence of asynchronous distributed alternating Direction Method of Multipliers
Name
Ozdaglar_On the o.pdf
Size
292.25 KB
Format
Adobe PDF
Checksum (MD5)
8cb31017df8aa7f065fd5ab42c0a7f8d
Author(s)
Wei, Ermin
Ozdaglar, Asuman E.
Date Issued
December 2013
Journal
Proceedings of the 2013 IEEE Global Conference on Signal and Information Processing
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Citation
Wei, Ermin, and Asuman Ozdaglar. “On the O(1/k) Convergence of Asynchronous Distributed Alternating Direction Method of Multipliers.” 2013 IEEE Global Conference on Signal and Information Processing (December 2013).
Version
Author's final manuscript
Abstract
We consider a network of agents that are cooperatively solving a global optimization problem, where the objective function is the sum of privately known local objective functions of the agents and the decision variables are coupled via linear constraints. Recent literature focused on special cases of this formulation and studied their distributed solution through either subgradient based methods with O(1/√k) rate of convergence (where k is the iteration number) or Alternating Direction Method of Multipliers (ADMM) based methods, which require a synchronous implementation and a globally known order on the agents. In this paper, we present a novel asynchronous ADMM based distributed method for the general formulation and show that it converges at the rate O (1=k).
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1109/GlobalSIP.2013.6736937
