The Alternating Direction Method of Multipliers (ADMM) is an extensively studied algorithm suitable for solving convex distributed optimisation problems. This Thesis presents a formulation of the ADMM that is guaranteed to converge if the communications among agents are faulty and the agents perform updates asynchronously. With strongly convex costs, the proposed algorithm is shown to converge exponentially fast. The further extension to partition-based problems is presented.
Distributed Convex Optimisation using the Alternating Direction Method of Multipliers (ADMM) in Lossy Scenarios
Bastianello, Nicola
2018/2019
Abstract
The Alternating Direction Method of Multipliers (ADMM) is an extensively studied algorithm suitable for solving convex distributed optimisation problems. This Thesis presents a formulation of the ADMM that is guaranteed to converge if the communications among agents are faulty and the agents perform updates asynchronously. With strongly convex costs, the proposed algorithm is shown to converge exponentially fast. The further extension to partition-based problems is presented.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/27005