2012 IEEE 51st IEEE Conference on Decision and Control (CDC) 2012
DOI: 10.1109/cdc.2012.6425904
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Distributed Alternating Direction Method of Multipliers

Abstract: We consider a network of agents that are cooperatively solving a global unconstrained optimization problem, where the objective function is the sum of privately known local objective functions of the agents. Recent literature on distributed optimization methods for solving this problem focused on subgradient based methods, which typically converge at the rate O 1 √ k , where k is the number of iterations. In this paper, we introduce a new distributed optimization algorithm based on Alternating Direction Method… Show more

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Cited by 325 publications
(294 citation statements)
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References 14 publications
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“…This is necessary because without such a penalty, each bus is prone to minimize his own generation cost selfishly based on a set of biased estimation. The decision variables of the problem (14) are only related to the bus i and its neighbors. So it is a local nonlinear optimization problem with a small scale.…”
Section: ) Consensus Algorithm Of the Estimatesmentioning
confidence: 99%
See 1 more Smart Citation
“…This is necessary because without such a penalty, each bus is prone to minimize his own generation cost selfishly based on a set of biased estimation. The decision variables of the problem (14) are only related to the bus i and its neighbors. So it is a local nonlinear optimization problem with a small scale.…”
Section: ) Consensus Algorithm Of the Estimatesmentioning
confidence: 99%
“…In [10], an unconstrained nonlinear optimization problem is solved by multiple agents cooperatively using sub-gradient method to minimize the individual objective function and also sharing information among agents in the neighborhood. For constrained optimization problem, distributed algorithms have been proposed based on penalty function method [7], alternative direction method of multiplier (ADMM) [1], [14].…”
Section: Introductionmentioning
confidence: 99%
“…Unlike existing distributed implementations, the proposed algorithm does not require multiple updates to compute the optimal BF response. Additionally, the BF computation can be performed via a range of existing distributed tools [2,13,16,21,17] for both cyclic and acyclic networks. This flexibility makes it possible to use the proposed algorithm for optimal beamforming without the impractical restriction of enforcing tree-shaped networks, as required in [1,11].…”
Section: Introductionmentioning
confidence: 99%
“…Let A i be the set of devices in household i. Letting e i,a , a ∈ A i , be the cost function of each of devices, the following objective function can be used: By introducing duplicated variables again such that x i,a = y i,a and y i,a = z i,a , it is not difficult to show that a similar profilebased distributed optimization can be derived (see also [14], for ADMM with multiple agents). Our future work includes the detailed analysis of such hierarchical architectures with multiple devices and/or multiple aggregators.…”
Section: B Multiple Devicesmentioning
confidence: 99%