Convergence Rate of Distributed ADMM over Networks

We propose a new distributed algorithm based on alternating direction method of multipliers (ADMM) to minimize sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications in distributed machine learning and statistical estimation....

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Bibliographic Details
Main Authors: Makhdoumi Kakhaki, Ali, Ozdaglar, Asuman E
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE) 2019
Online Access:https://hdl.handle.net/1721.1/121529