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D-ADMM: A DISTRIBUTED ALGORITHM FOR COMPRESSED SENSING AND OTHER SEPARABLE OPTIMIZATION PROBLEMS
 

Summary: D-ADMM: A DISTRIBUTED ALGORITHM FOR COMPRESSED SENSING AND OTHER
SEPARABLE OPTIMIZATION PROBLEMS
João F. C. Mota1,2
, João M. F. Xavier2
, Pedro M. Q. Aguiar2
, and Markus Püschel3
1
Department of Electrical and Computer Engineering, Carnegie Mellon University, Pittsburgh, USA
2
Institute of Systems and Robotics, Instituto Superior Técnico, Technical University of Lisbon, Portugal
3
Department of Computer Science, ETH Zurich, Switzerland
ABSTRACT
We propose a distributed, decentralized algorithm for solving
separable optimization problems over a connected network of com-
pute nodes. In a separable problem, each node has its own private
function and its own private constraint set. Private means that no
other node has access to it. The goal is to minimize the sum of
all nodes' private functions, constraining the solution to be in the
intersection of all the private sets. Our algorithm is based on the

  

Source: Aguiar, Pedro M. Q. - Institute for Systems and Robotics (Lisbon)

 

Collections: Engineering