Preconditioning ADMM for Fast Decentralized Optimization

Published: May 1, 2020
Abstract
In this work, we consider the distributed optimization problem using networked computing machines. Specifically, we are interested in solving this problem using the alternating direction method of multipliers (ADMM) while accounting for edge weights. Existing works focus on star graphs and use simple heuristics for other types of graphs. The present work shows that the optimal edge weights design is equivalent to the preconditioning matrix of...
Paper Details
Title
Preconditioning ADMM for Fast Decentralized Optimization
DOI
Published Date
May 1, 2020
Journal
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