Title
Hybrid ADMM: a unifying and fast approach to decentralized optimization
Abstract
The present work introduces the hybrid consensus alternating direction method of multipliers (H-CADMM), a novel framework for optimization over networks which unifies existing distributed optimization approaches, including the centralized and the decentralized consensus ADMM. H-CADMM provides a flexible tool that leverages the underlying graph topology in order to achieve a desirable sweet spot between node-to-node communication overhead and rate of convergence—thereby alleviating known limitations of both C-CADMM and D-CADMM. A rigorous analysis of the novel method establishes linear convergence rate and also guides the choice of parameters to optimize this rate. The novel hybrid update rules of H-CADMM lend themselves to “in-network acceleration” that is shown to effect considerable—and essentially “free-of-charge”—performance boost over the fully decentralized ADMM. Comprehensive numerical tests validate the analysis and showcase the potential of the method in tackling efficiently, widely useful learning tasks.
Year
DOI
Venue
2018
10.1186/s13634-018-0589-x
EURASIP Journal on Advances in Signal Processing
Keywords
Field
DocType
ADMM,Distributed optimization,Decentralized learning,Hybrid,Consensus
Numerical tests,Mathematical optimization,Decentralized optimization,Computer science,Acceleration,Rate of convergence,Artificial intelligence,Topological graph theory,Machine learning
Journal
Volume
Issue
ISSN
2018
1
1687-6180
Citations 
PageRank 
References 
0
0.34
29
Authors
3
Name
Order
Citations
PageRank
Meng Ma18212.29
Athanasios N. Nikolakopoulos2599.02
Georgios B. Giannakis300.34