Majzoobi, Layla and Lahouti, Farshad (2016) Analysis of distributed ADMM algorithm for consensus optimization in presence of error. In: IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2016. IEEE , Piscataway, NJ, pp. 4831-4835. ISBN 978-1-4799-9988-0. https://resolver.caltech.edu/CaltechAUTHORS:20170111-144126288
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Abstract
ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and communication between neighbors. Local computations usually suffer from different types of errors, due to e.g., observation or quantization noise, which can degrade the performance of the algorithm. In this work, we focus on analyzing the convergence behavior of distributed ADMM for consensus optimization in presence of additive node error. We specifically show that (a noisy) ADMM converges linearly under certain conditions and also examine the associated convergence point. Numerical results are provided which demonstrate the effectiveness of the presented analysis.
| Item Type: | Book Section | |||||||||
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| Additional Information: | © 2016 IEEE. Date Added to IEEE Xplore: 19 May 2016. | |||||||||
| Subject Keywords: | ADMM algorithm, Consensus optimization, Convergence | |||||||||
| DOI: | 10.1109/ICASSP.2016.7472595 | |||||||||
| Record Number: | CaltechAUTHORS:20170111-144126288 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20170111-144126288 | |||||||||
| Official Citation: | L. Majzoobi and F. Lahouti, "Analysis of distributed ADMM algorithm for consensus optimization in presence of error," 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Shanghai, 2016, pp. 4831-4835. doi: 10.1109/ICASSP.2016.7472595 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 73442 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | Ruth Sustaita | |||||||||
| Deposited On: | 20 Jan 2017 07:05 | |||||||||
| Last Modified: | 11 Nov 2021 05:16 |
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