Quantized consensus ADMM for multi-agent distributed optimization

Thumbnail Image
Date
2016-01-01
Authors
Zhu, Shengyu
Chen, Biao
Major Professor
Advisor
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
Authors
Person
Hong, Mingyi
Assistant Professor
Research Projects
Organizational Units
Organizational Unit
Industrial and Manufacturing Systems Engineering
The Department of Industrial and Manufacturing Systems Engineering teaches the design, analysis, and improvement of the systems and processes in manufacturing, consulting, and service industries by application of the principles of engineering. The Department of General Engineering was formed in 1929. In 1956 its name changed to Department of Industrial Engineering. In 1989 its name changed to the Department of Industrial and Manufacturing Systems Engineering.
Journal Issue
Is Version Of
Versions
Series
Abstract

Abstract: This paper considers multi-agent distributed optimization with quantized communication which is needed when inter-agent communications are subject to finite capacity and other practical constraints. To minimize the global objective formed by a sum of local convex functions, we develop a quantized distributed algorithm based on the alternating direction method of multipliers (ADMM). Under certain convexity assumptions, it is shown that the proposed algorithm converges to a consensus within log1+η Ω iterations, where η > 0 depends on the network topology and the local objectives, and O is a polynomial fraction depending on the quantization resolution, the distance between initial and optimal variable values, the local objectives, and the network topology. We also obtain a tight upper bound on the consensus error which does not depend on the size of the network.

Comments

This is a manuscript of a proceeding from the 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (2016), doi:10.1109/ICASSP.2016.7472455. Posted with permission.

Description
Keywords
Citation
DOI
Copyright
Fri Jan 01 00:00:00 UTC 2016