Parallel alternating direction method of multipliers
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 o...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/154496 |
| _version_ | 1811689860592828416 |
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| author | Yan, Jiaqi Guo, Fanghong Wen, Changyun Li, Guoqi |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Yan, Jiaqi Guo, Fanghong Wen, Changyun Li, Guoqi |
| author_sort | Yan, Jiaqi |
| collection | NTU |
| description | 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. |
| first_indexed | 2024-10-01T05:54:49Z |
| format | Journal Article |
| id | ntu-10356/154496 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T05:54:49Z |
| publishDate | 2021 |
| record_format | dspace |
| spelling | ntu-10356/1544962021-12-23T07:37:07Z Parallel alternating direction method of multipliers Yan, Jiaqi Guo, Fanghong Wen, Changyun Li, Guoqi School of Electrical and Electronic Engineering Engineering::Electrical and electronic engineering Distributed Optimization Parallel Algorithm 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. This work was supported in part by the National Natural Science Foundation of China under Grant 61903333, in part by Zhejiang Provincial Natural Science Foundation of China under Grant LQ19F030008. 2021-12-23T07:37:07Z 2021-12-23T07:37:07Z 2020 Journal Article Yan, J., Guo, F., Wen, C. & Li, G. (2020). Parallel alternating direction method of multipliers. Information Sciences, 507, 185-196. https://dx.doi.org/10.1016/j.ins.2019.08.039 0020-0255 https://hdl.handle.net/10356/154496 10.1016/j.ins.2019.08.039 2-s2.0-85070841645 507 185 196 en Information Sciences © 2019 Elsevier Inc. All rights reserved. |
| spellingShingle | Engineering::Electrical and electronic engineering Distributed Optimization Parallel Algorithm Yan, Jiaqi Guo, Fanghong Wen, Changyun Li, Guoqi Parallel alternating direction method of multipliers |
| title | Parallel alternating direction method of multipliers |
| title_full | Parallel alternating direction method of multipliers |
| title_fullStr | Parallel alternating direction method of multipliers |
| title_full_unstemmed | Parallel alternating direction method of multipliers |
| title_short | Parallel alternating direction method of multipliers |
| title_sort | parallel alternating direction method of multipliers |
| topic | Engineering::Electrical and electronic engineering Distributed Optimization Parallel Algorithm |
| url | https://hdl.handle.net/10356/154496 |
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