UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

D-ADMM: A distributed algorithm for compressed sensing and other separable optimization problems

(2012) D-ADMM: A distributed algorithm for compressed sensing and other separable optimization problems. In: (pp. pp. 2869-2872).

Full text not available from this repository.

Abstract

We propose a distributed, decentralized algorithm for solving separable optimization problems over a connected network of compute nodes. In a separable problem, each node has its own private function and its own private constraint set. Private means that no other node has access to it. The goal is to minimize the sum of all nodes' private functions, constraining the solution to be in the intersection of all the private sets. Our algorithm is based on the alternating direction method of multipliers (ADMM) and requires a coloring of the network to be available beforehand. We perform numerical experiments of the algorithm, applying it to compressed sensing problems. These show that the proposed algorithm requires in general less iterations, and hence less communication between nodes, than previous algorithms to achieve a given accuracy. © 2012 IEEE.

Type: Proceedings paper
Title: D-ADMM: A distributed algorithm for compressed sensing and other separable optimization problems
ISBN-13: 9781467300469
DOI: 10.1109/ICASSP.2012.6288516
UCL classification: UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Electronic and Electrical Eng
URI: http://discovery.ucl.ac.uk/id/eprint/1526620
Downloads since deposit
0Downloads
Download activity - last month
Download activity - last 12 months
Downloads by country - last 12 months

Archive Staff Only

View Item View Item