Change search
CiteExportLink to record
Permanent link

Direct link
Cite
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
The ADMM Algorithm for Distributed Quadratic Problems: Parameter Selection and Constraint Preconditioning
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-1835-2963
Show others and affiliations
2016 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 64, no 2, 290-305 p.Article in journal (Refereed) Published
Resource type
Text
Abstract [en]

This paper presents optimal parameter selection and preconditioning of the alternating direction method of multipliers (ADMM) algorithm for a class of distributed quadratic problems, which can be formulated as equality-constrained quadratic programming problems. The parameter selection focuses on the ADMM step-size and relaxation parameter, while the preconditioning corresponds to selecting the edge weights of the underlying communication graph. We optimize these parameters to yield the smallest convergence factor of the iterates. Explicit expressions are derived for the step-size and relaxation parameter, as well as for the corresponding convergence factor. Numerical simulations justify our results and highlight the benefits of optimal parameter selection and preconditioning for the ADMM algorithm.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2016. Vol. 64, no 2, 290-305 p.
Keyword [en]
Distributed optimization, convergence rate, optimal step-size
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-180962DOI: 10.1109/TSP.2015.2480041ISI: 000367253400002Scopus ID: 2-s2.0-85009987593OAI: oai:DiVA.org:kth-180962DiVA: diva2:898836
Note

QC 20160129

Available from: 2016-01-29 Created: 2016-01-26 Last updated: 2017-02-09Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Sandberg, HenrikJohansson, Mikael
By organisation
Automatic ControlACCESS Linnaeus Centre
In the same journal
IEEE Transactions on Signal Processing
Electrical Engineering, Electronic Engineering, Information Engineering

Search outside of DiVA

GoogleGoogle Scholar

Altmetric score

Total: 245 hits
CiteExportLink to record
Permanent link

Direct link
Cite
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