Asynchronous Distributed ADMM for Large-Scale Optimization-Part I: Algorithm and Convergence Analysis

Aiming at solving large-scale optimization problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the optimization problem as a consensus problem, the ADMM can be used to solve the consensus problem in a fully par...

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Bibliographic Details
Published in:	IEEE transactions on signal processing Vol. 64; no. 12; pp. 3118 - 3130
Main Authors:	Chang, Tsung-Hui, Hong, Mingyi, Liao, Wei-Cheng, Wang, Xiangfeng
Format:	Journal Article
Language:	English
Published:	New York IEEE 15.06.2016 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	ADMM Algorithm design and analysis Algorithms asynchronous Computation consensus optimization Convergence Delay Delays Distributed optimization Economic models Network topology Networks Optimization Signal processing algorithms Training Transaction processing
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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