Markov Chain Lifting and Distributed ADMM
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DOI: 10.1109/lsp.2017.2654860
Abstract: The time to converge to the steady state of a finite Markov chain can be greatly reduced by a lifting operation, which creates a new Markov chain on an expanded state space. For a class… read more here.
Keywords: chain; distributed admm; markov chain; lifting distributed ... See more keywords
Analysis of Distributed ADMM Algorithm for Consensus Optimization in Presence of Node Error
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2019.2896266
Abstract: Alternating direction method of multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting, agents locally estimate the optimal solution of an optimization problem… read more here.
Keywords: consensus optimization; node error; optimization; distributed admm ... See more keywords