Convergence of Stochastic PDMM

S.O. Jordan, R. Heusdens

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

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Abstract

In this work, we analyse a stochastic version of the primaldual method of multipliers (PDMM), which is a promising algorithm in the field of distributed optimisation. So far, its convergence has been proven for synchronous implementations of the algorithm [1], [2]. Simulations have shown that PDMM also converges if it is implemented asynchronously, having the advantage that there is no need for clock synchronisation between the nodes in a distributed network. Furthermore, a broadcast implementation of asynchronous PDMM can be derived, instead of the usual unicast implementation. This broadcast implementation comes with a number of benefits...
Original languageEnglish
Title of host publication42nd WIC Symposium on Information Theory and Signal Processing in the Benelux (SITB 2022)
EditorsJérôme Louveaux, François Quitin
Pages111
Number of pages1
Publication statusPublished - 2022
Event42nd WIC Symposium on Information Theory and Signal Processing in the Benelux - Louvain la Neuve, Belgium
Duration: 1 Jun 20222 Jun 2022
Conference number: 42

Conference

Conference42nd WIC Symposium on Information Theory and Signal Processing in the Benelux
Abbreviated titleSITB 2022
Country/TerritoryBelgium
CityLouvain la Neuve
Period1/06/222/06/22

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