2019
DOI: 10.1002/oca.2538
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Distributed inexact dual consensus ADMM for network resource allocation

Abstract: Summary This paper investigates two novel distributed algorithms based on alternating direction method of multipliers (ADMM) for network resource allocation of N agents. The main objective is to derive an optimal allocation that minimizes a global objective expressed as a sum of locally known separable convex objective functions. Based on a communication matrix, the dual resource allocation problem is changed into a consensus optimization problem, in which each agent broadcasts the outcome of its local process… Show more

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Cited by 13 publications
(4 citation statements)
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References 38 publications
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“…In this paper, ADMM [30,31] is used to solve the built optimization model. As for (19), the quadratically augmented Lagrangian function can be written as (20).…”
Section: Distributed Algorithmmentioning
confidence: 99%
“…In this paper, ADMM [30,31] is used to solve the built optimization model. As for (19), the quadratically augmented Lagrangian function can be written as (20).…”
Section: Distributed Algorithmmentioning
confidence: 99%
“…In addition, the gradient method is very sensitive to the selection of the initial point and the step size, where improper parameters may lead to divergence. Recently, the ADMM [27,36] has received much attention because of its broad applications in regularized estimation [37], resource allocation [38] and distributed learning [39]. The ADMM has several important theoretical properties as follows.…”
Section: B Algorithm For Sparse Optimizationmentioning
confidence: 99%
“…Due to the wide background and applications in resource allocation, 17‐19 big data analysis, 20 and distributed learning, 21 distributed optimization of the sum of convex objective functions i=1mfi(x), where f i ( x ) is known only to a particular agent i , has attracted a lot of research attention. Various subgradient‐based strategies have been proposed to solve the distributed problems 22 .…”
Section: Introductionmentioning
confidence: 99%