Analysis of Distributed ADMM Algorithm for Consensus Optimization in Presence of Error

January 14, 2017 Β· Declared Dead Β· πŸ› IEEE International Conference on Acoustics, Speech, and Signal Processing

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Authors Layla Majzoobi, Farshad Lahouti arXiv ID 1701.03893 Category cs.DC: Distributed Computing Cross-listed math.OC Citations 13 Venue IEEE International Conference on Acoustics, Speech, and Signal Processing Last Checked 4 months ago
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.
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