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The ADMM algorithm for distributed averaging: Convergence rates and optimal parameter selection
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-5491-4068
McGill Univ, Dept Elect & Comp Engn, Montreal, PQ, Canada..
KTH, School of Electrical Engineering and Computer Science (EECS), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
2014 (English)In: CONFERENCE RECORD OF THE 2014 FORTY-EIGHTH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS & COMPUTERS / [ed] Matthews, M B, IEEE COMPUTER SOC , 2014, p. 783-787Conference paper, Published paper (Refereed)
Abstract [en]

We derive the optimal step-size and over-relaxation parameter that minimizes the convergence time of two ADMM-based algorithms for distributed averaging. Our study shows that the convergence times for given step-size and over-relaxation parameters depend on the spectral properties of the normalized Laplacian of the underlying communication graph. Motivated by this, we optimize the edge-weights of the communication graph to improve the convergence speed even further. The performance of the ADMM algorithms with our parameter selection are compared with alternatives from the literature in extensive numerical simulations on random graphs.

Place, publisher, year, edition, pages
IEEE COMPUTER SOC , 2014. p. 783-787
Series
Conference Record of the Asilomar Conference on Signals Systems and Computers, ISSN 1058-6393
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:kth:diva-243806ISI: 000370964900141ISBN: 978-1-4799-8297-4 (print)OAI: oai:DiVA.org:kth-243806DiVA, id: diva2:1286353
Conference
48h Asilomar Conference on Signals, Systems and Computers, NOV 02-05, 2014, Pacific Grove, CA
Note

QC 20190206

Available from: 2019-02-06 Created: 2019-02-06 Last updated: 2019-02-06Bibliographically approved

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Teixeira, AndréJohansson, Mikael

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf