A penalty ADMM with quantized communication for distributed optimization over multi-agent systems
Kybernetika, Tome 59 (2023) no. 3, pp. 392-417
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In this paper, we design a distributed penalty ADMM algorithm with quantized communication to solve distributed convex optimization problems over multi-agent systems. Firstly, we introduce a quantization scheme that reduces the bandwidth limitation of multi-agent systems without requiring an encoder or decoder, unlike existing quantized algorithms. This scheme also minimizes the computation burden. Moreover, with the aid of the quantization design, we propose a quantized penalty ADMM to obtain the suboptimal solution. Furthermore, the proposed algorithm converges to the suboptimal solution with an $O(\frac{1}{k})$ convergence rate for general convex objective functions, and with an R-linear rate for strongly convex objective functions.
Classification :
90C33
Keywords: quantized communication; distributed optimization; alternating direction method of multipliers (ADMM); constrained optimization
Keywords: quantized communication; distributed optimization; alternating direction method of multipliers (ADMM); constrained optimization
@article{10_14736_kyb_2023_3_0392,
author = {Liu, Chenyang and Dou, Xiaohua and Fan, Yuan and Cheng, Songsong},
title = {A penalty {ADMM} with quantized communication for distributed optimization over multi-agent systems},
journal = {Kybernetika},
pages = {392--417},
publisher = {mathdoc},
volume = {59},
number = {3},
year = {2023},
doi = {10.14736/kyb-2023-3-0392},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-3-0392/}
}
TY - JOUR AU - Liu, Chenyang AU - Dou, Xiaohua AU - Fan, Yuan AU - Cheng, Songsong TI - A penalty ADMM with quantized communication for distributed optimization over multi-agent systems JO - Kybernetika PY - 2023 SP - 392 EP - 417 VL - 59 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-3-0392/ DO - 10.14736/kyb-2023-3-0392 LA - en ID - 10_14736_kyb_2023_3_0392 ER -
%0 Journal Article %A Liu, Chenyang %A Dou, Xiaohua %A Fan, Yuan %A Cheng, Songsong %T A penalty ADMM with quantized communication for distributed optimization over multi-agent systems %J Kybernetika %D 2023 %P 392-417 %V 59 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-3-0392/ %R 10.14736/kyb-2023-3-0392 %G en %F 10_14736_kyb_2023_3_0392
Liu, Chenyang; Dou, Xiaohua; Fan, Yuan; Cheng, Songsong. A penalty ADMM with quantized communication for distributed optimization over multi-agent systems. Kybernetika, Tome 59 (2023) no. 3, pp. 392-417. doi: 10.14736/kyb-2023-3-0392
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