Parallel alternating direction method of multipliers

• Main Authors: Yan, Jiaqi, Guo, Fanghong, Wen, Changyun, Li, Guoqi
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2021
• Subjects: Engineering::Electrical and electronic engineering; Distributed Optimization; Parallel Algorithm
• Online Access: https://hdl.handle.net/10356/154496
• Institution: Nanyang Technological University

In this paper, we consider the distributed optimization problem, where the objective function is the sum of local cost functions. To solve this problem, a new parallel Alternating Direction Method of Multipliers (ADMM) algorithm is developed, which guarantees that the agents cooperatively reach an o...