多块ADMM用于现代通信网络中的大数据优化
Multi-Block ADMM for Big Data Optimization in Modern Communication Networks
AI总结:
本文综述了基于交替方向乘子法(ADMM)的并行和分布式优化算法,用于解决现代通信网络中的大数据优化问题,介绍了ADMM在2块到N块设置中的扩展和改进,以及其收敛性和应用。
摘要:
本文回顾了基于交替方向乘子法(ADMM)的并行和分布式优化算法,用于解决现代通信网络中的大数据优化问题。我们首先介绍了大规模优化问题的规范形式。接着,我们描述了ADMM的一般形式,然后聚焦于从2块到N块设置中ADMM的几种直接扩展和复杂修改,以解决优化问题。给出了每种扩展/修改的迭代方案和收敛性质,并展示了其在大规模计算设施上的实现。最后,我们列举了通信网络中的几个应用,如智能电网网络中的安全约束最优功率流问题和软件定义网络(SDNs)中的移动数据卸载问题。
英文摘要:
In this paper, we review the parallel and distributed optimization algorithms based on the alternating direction method of multipliers (ADMM) for solving "big data" optimization problems in modern communication networks. We first introduce the canonical formulation of the large-scale optimization problem. Next, we describe the general form of ADMM and then focus on several direct extensions and sophisticated modifications of ADMM from $2$-block to $N$-block settings to deal with the optimization problem. The iterative schemes and convergence properties of each extension/modification are given, and the implementation on large-scale computing facilities is also illustrated. Finally, we numerate several applications in communication networks, such as the security constrained optimal power flow problem in smart grid networks and mobile data offloading problem in software defined networks (SDNs).
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