This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop distributed optimization methods based on the alternating direction method of multipliers (ADMM). The considered problem has many applications in machine learning and smart grid control problems. Due to the presence of the polyhedra constraints, agents in the existing methods have to deal with polyhedra constrained subproblems at each iteration. One of the key issues is that projection onto a polyhedra constraint is not trivial, which prohibits from closed-form solutions or the use of simple algorithms for solving these subproblems. In this paper, by judiciously integrating the proximal minimization method with ADMM, we propose a new distributed optimization method where the polyhedra constraints are handled softly as penalty terms in the subproblems. This makes the subproblems efficiently solvable and consequently reduces the overall computation time. Furthermore, we propose a randomized counterpart that is robust against randomly ON/OFF agents and imperfect communication links. We analytically show that both the proposed methods have a worst-case $\mathcal{O}(1/k)$ convergence rate, where $k$ is the iteration number. Numerical results show that the proposed methods offer considerably lower computation time than the existing distributed ADMM method.
Affine-coupled Distributed Optimization via Distributed Proximal Jacobian ADMM with Quantized Communication
The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；University of Bologna（博洛尼亚大学）；KTH Royal Institute of Technology（皇家理工学院）；The Hong Kong University of Science and Technology（香港科技大学）
Adaptive Consensus ADMM for Distributed Optimization
University of Maryland, College Park（马里兰大学 College Park分校）；United States Naval Academy, Annapolis（美国海军学院 安纳波利斯分校）；Hong Kong Baptist University, Hong Kong（香港 Baptist大学）
Asynchronous Distributed ADMM for Large-Scale Optimization- Part I: Algorithm and Convergence Analysis
The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Iowa State University（爱荷华州立大学）；University of Minnesota（明尼苏达大学）；East China Normal University（华东师范大学）
