Title :
Distributed augmented Lagrangian algorithms: Convergence rate
Author :
Jakovetic, Dusan ; Moura, Jose M. F. ; Xavier, Joao
Author_Institution :
Inst. Super. Tecnico (IST), Tech. Univ. of Lisbon, Lisbon, Portugal
Abstract :
This paper presents explicit convergence rates for a class of deterministic distributed augmented Lagrangian methods. The expressions for the convergence rates show the dependence on the underlying network parameters. Simulations illustrate the analytical results.
Keywords :
convergence; deterministic algorithms; distributed algorithms; convergence rate; deterministic distributed augmented Lagrangian method; distributed augmented Lagrangian algorithms; network parameters; Computational efficiency; Computational modeling; Convergence; Laplace equations; Optimization; Signal processing algorithms; Vectors; augmented Lagrangian; consensus; distributed optimization; linear convergence rate;
Conference_Titel :
Global Conference on Signal and Information Processing (GlobalSIP), 2013 IEEE
Conference_Location :
Austin, TX
DOI :
10.1109/GlobalSIP.2013.6736940
