A Distributed, Asynchronous, and Incremental Algorithm for Nonconvex Optimization: An ADMM Approach

@article{Hong2018ADA,
  title={A Distributed, Asynchronous, and Incremental Algorithm for Nonconvex Optimization: An ADMM Approach},
  author={Mingyi Hong},
  journal={IEEE Transactions on Control of Network Systems},
  year={2018},
  volume={5},
  pages={935-945}
}
The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of ADMM for solving a nonconvex nonsmooth optimization problem, whose objective is the sum of a number of component functions. The proposed algorithm allows the problem to be solved in a distributed, asynchronous, and incremental manner. First, the component functions can be distributed to different… CONTINUE READING
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Supplemental material for a distributed, asynchronous and incremental algorithm for nonconvex optimization: An ADMM based approach, 2016

  • M. Hong
  • 2016
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