Optimal scaling of the ADMM algorithm for distributed quadratic programmingShow others and affiliations
2013 (English)In: 2013 IEEE 52nd Annual Conference on Decision and Control (CDC), IEEE conference proceedings, 2013, p. 6868-6873Conference paper, Published paper (Refereed)
Abstract [en]
This paper addresses the optimal scaling of the ADMM method for distributed quadratic programming. Scaled ADMM iterations are first derived for generic equalityconstrained quadratic problems and then applied to a class of distributed quadratic problems. In this setting, the scaling corresponds to the step-size and the edge-weights of the underlying communication graph. We optimize the convergence factor of the algorithm with respect to the step-size and graph edge-weights. Explicit analytical expressions for the optimal convergence factor and the optimal step-size are derived. Numerical simulations illustrate our results.
Place, publisher, year, edition, pages
IEEE conference proceedings, 2013. p. 6868-6873
Series
IEEE Conference on Decision and Control. Proceedings, ISSN 0743-1546
Keywords [en]
Algorithms, Analytical expressions, Communication graphs, Convergence factor, Edge weights, Optimal convergence, Optimal step-size, Quadratic problem, Step size, Quadratic programming
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-150985DOI: 10.1109/CDC.2013.6760977ISI: 000352223507114Scopus ID: 2-s2.0-84902327025ISBN: 978-146735717-3 (print)OAI: oai:DiVA.org:kth-150985DiVA, id: diva2:746356
Conference
52nd IEEE Conference on Decision and Control, CDC 2013, 10 December 2013 through 13 December 2013, Florence, Italy
Note
QC 20140912
2014-09-122014-09-122024-03-15Bibliographically approved