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....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2019
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| Online Access: | https://hdl.handle.net/1721.1/121529 |