3,203 research outputs found
Distributed ADMM over directed networks
Distributed optimization over a network of agents is ubiquitous with
applications in areas including power system control, robotics and statistical
learning. In many settings, the communication network is directed, i.e., the
communication links between agents are unidirectional. While several variations
of gradient-descent-based primal methods have been proposed for distributed
optimization over directed networks, an extension of dual-ascent methods to
directed networks remains a less-explored area. In this paper, we propose a
distributed version of the Alternating Direction Method of Multipliers (ADMM)
for directed networks. ADMM is a dual-ascent method that is known to perform
well in practice. We show that if the objective function is smooth and strongly
convex, our distributed ADMM algorithm achieves a geometric rate of convergence
to the optimal point. Through numerical examples, we observe that the
performance of our algorithm is comparable with some state-of-the-art
distributed optimization algorithms over directed graphs. Additionally, our
algorithm is observed to be robust to changes in its parameters
Asynchronous Distributed Optimization over Lossy Networks via Relaxed ADMM: Stability and Linear Convergence
In this work we focus on the problem of minimizing the sum of convex cost
functions in a distributed fashion over a peer-to-peer network. In particular,
we are interested in the case in which communications between nodes are prone
to failures and the agents are not synchronized among themselves. We address
the problem proposing a modified version of the relaxed ADMM, which corresponds
to the Peaceman-Rachford splitting method applied to the dual. By exploiting
results from operator theory, we are able to prove the almost sure convergence
of the proposed algorithm under general assumptions on the distribution of
communication loss and node activation events. By further assuming the cost
functions to be strongly convex, we prove the linear convergence of the
algorithm in mean to a neighborhood of the optimal solution, and provide an
upper bound to the convergence rate. Finally, we present numerical results
testing the proposed method in different scenarios.Comment: To appear in IEEE Transactions on Automatic Contro
On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
In decentralized consensus optimization, a connected network of agents
collaboratively minimize the sum of their local objective functions over a
common decision variable, where their information exchange is restricted
between the neighbors. To this end, one can first obtain a problem
reformulation and then apply the alternating direction method of multipliers
(ADMM). The method applies iterative computation at the individual agents and
information exchange between the neighbors. This approach has been observed to
converge quickly and deemed powerful. This paper establishes its linear
convergence rate for decentralized consensus optimization problem with strongly
convex local objective functions. The theoretical convergence rate is
explicitly given in terms of the network topology, the properties of local
objective functions, and the algorithm parameter. This result is not only a
performance guarantee but also a guideline toward accelerating the ADMM
convergence.Comment: 11 figures, IEEE Transactions on Signal Processing, 201
Multi-Path Alpha-Fair Resource Allocation at Scale in Distributed Software Defined Networks
The performance of computer networks relies on how bandwidth is shared among
different flows. Fair resource allocation is a challenging problem particularly
when the flows evolve over time. To address this issue, bandwidth sharing
techniques that quickly react to the traffic fluctuations are of interest,
especially in large scale settings with hundreds of nodes and thousands of
flows. In this context, we propose a distributed algorithm based on the
Alternating Direction Method of Multipliers (ADMM) that tackles the multi-path
fair resource allocation problem in a distributed SDN control architecture. Our
ADMM-based algorithm continuously generates a sequence of resource allocation
solutions converging to the fair allocation while always remaining feasible, a
property that standard primal-dual decomposition methods often lack. Thanks to
the distribution of all computer intensive operations, we demonstrate that we
can handle large instances at scale
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