Asynchronous Distributed ADMM for Large-Scale Optimization- Part I: Algorithm and Convergence Analysis

no code implementations • 9 Sep 2015 • Tsung-Hui Chang, Mingyi Hong, Wei-Cheng Liao, Xiangfeng Wang

By formulating the learning problem as a consensus problem, the ADMM can be used to solve the consensus problem in a fully parallel fashion over a computer network with a star topology.

Distributed Optimization

Asynchronous Distributed ADMM for Large-Scale Optimization- Part II: Linear Convergence Analysis and Numerical Performance

no code implementations • 9 Sep 2015 • Tsung-Hui Chang, Wei-Cheng Liao, Mingyi Hong, Xiangfeng Wang

Unfortunately, a direct synchronous implementation of such algorithm does not scale well with the problem size, as the algorithm speed is limited by the slowest computing nodes.