On the Linear Convergence of the ADMM in Decentralized Consensus Optimization

作者: Wei Shi , Qing Ling , Kun Yuan , Gang Wu , Wotao Yin

DOI: 10.1109/TSP.2014.2304432

关键词: Iterative methodConvex functionMathematicsRate of convergenceConvex optimizationMathematical optimizationCompact convergenceConvergence (routing)Optimization problemNetwork topologySignal processingElectrical and Electronic Engineering

摘要: … This paper establishes its linear convergence rate for the decentralized consensus … connectedness and thus a smaller condition number of the network as well as faster convergence. …

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