306 research outputs found
Distributed Optimization With Local Domains: Applications in MPC and Network Flows
In this paper we consider a network with nodes, where each node has
exclusive access to a local cost function. Our contribution is a
communication-efficient distributed algorithm that finds a vector
minimizing the sum of all the functions. We make the additional assumption that
the functions have intersecting local domains, i.e., each function depends only
on some components of the variable. Consequently, each node is interested in
knowing only some components of , not the entire vector. This allows
for improvement in communication-efficiency. We apply our algorithm to model
predictive control (MPC) and to network flow problems and show, through
experiments on large networks, that our proposed algorithm requires less
communications to converge than prior algorithms.Comment: Submitted to IEEE Trans. Aut. Contro
D-ADMM: A Communication-Efficient Distributed Algorithm For Separable Optimization
We propose a distributed algorithm, named Distributed Alternating Direction
Method of Multipliers (D-ADMM), for solving separable optimization problems in
networks of interconnected nodes or agents. In a separable optimization problem
there is a private cost function and a private constraint set at each node. The
goal is to minimize the sum of all the cost functions, constraining the
solution to be in the intersection of all the constraint sets. D-ADMM is proven
to converge when the network is bipartite or when all the functions are
strongly convex, although in practice, convergence is observed even when these
conditions are not met. We use D-ADMM to solve the following problems from
signal processing and control: average consensus, compressed sensing, and
support vector machines. Our simulations show that D-ADMM requires less
communications than state-of-the-art algorithms to achieve a given accuracy
level. Algorithms with low communication requirements are important, for
example, in sensor networks, where sensors are typically battery-operated and
communicating is the most energy consuming operation.Comment: To appear in IEEE Transactions on Signal Processin
Distributed Basis Pursuit
We propose a distributed algorithm for solving the optimization problem Basis
Pursuit (BP). BP finds the least L1-norm solution of the underdetermined linear
system Ax = b and is used, for example, in compressed sensing for
reconstruction. Our algorithm solves BP on a distributed platform such as a
sensor network, and is designed to minimize the communication between nodes.
The algorithm only requires the network to be connected, has no notion of a
central processing node, and no node has access to the entire matrix A at any
time. We consider two scenarios in which either the columns or the rows of A
are distributed among the compute nodes. Our algorithm, named D-ADMM, is a
decentralized implementation of the alternating direction method of
multipliers. We show through numerical simulation that our algorithm requires
considerably less communications between the nodes than the state-of-the-art
algorithms.Comment: Preprint of the journal version of the paper; IEEE Transactions on
Signal Processing, Vol. 60, Issue 4, April, 201
- …