On the Linear Convergence of the ADMM in Decentralized Consensus Optimization

@article{Shi2014OnTL,
  title={On the Linear Convergence of the ADMM in Decentralized Consensus Optimization},
  author={Wei Shi and Qing Ling and Kun Yuan and Gang Wu and Wotao Yin},
  journal={IEEE Transactions on Signal Processing},
  year={2014},
  volume={62},
  pages={1750-1761}
}
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… CONTINUE READING
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