Distributed ADMM for In-Network Reconstruction of Sparse Signals With Innovations

In this paper, we tackle the in-network recovery of sparse signals with innovations. We assume that the nodes of the network measure a signal composed by a common component and an innovation, both sparse and unknown, according to the joint sparsity model 1 (JSM-1). Acquisition is performed as in compressed sensing, hence the number of measurements is reduced. Our goal is to show that distributed algorithms based on the alternating direction method of multipliers (ADMM) can be efficient in this framework to recover both the common and the individual components. Specifically, we define a suitable functional and we show that ADMM can be implemented to minimize it in a distributed way, leveraging local communication between nodes. Moreover, we develop a second version of the algorithm, which requires only binary messaging, significantly reducing the transmission load

Distributed Recovery of Jointly Sparse Signals Under Communication Constraints

The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed measurements, and exploiting network communication, each node aims at reconstructing the support and the non-zero values of its observed signal. In the literature, distributed greedy algorithms have been proposed to tackle this problem, among which the most reliable ones require a large amount of transmitted data, which barely adapts to realistic network communication constraints. In this work, we address the problem through a reweighted l1 soft thresholding technique, in which the threshold is iteratively tuned based on the current estimate of the support. The proposed method adapts to constrained networks, as it requires only local communication among neighbors, and the transmitted messages are indices from a finite set. We analytically prove the convergence of the proposed algorithm and we show that it outperforms the state-of-the-art greedy methods in terms of balance between recovery accuracy and communication load

Asynchronous online ADMM for consensus problems

In this paper, we consider the consensus problem where a set of nodes cooperate to minimize a global cost. In particular, we consider an online setting and propose an online algorithm based on the alternating direction method of multipliers. Besides, we take into account the asynchronous operation of the nodes. In this context, we prove that the algorithm attains sublinear regret on the objective. Finally, we assess numerically the performance of the algorithm in a distributed sparse regression problem