论文标题

对分布式优化的ADMM变体的调查:问题,算法和功能

A Survey of ADMM Variants for Distributed Optimization: Problems, Algorithms and Features

论文作者

Yang, Yu, Guan, Xiaohong, Jia, Qing-Shan, Yu, Liang, Xu, Bolun, Spanos, Costas J.

论文摘要

通过协调终端智能设备或微处理器来进行合作计算以实现SystemSlevel目标,工程和计算机科学都会逐步支持分布式优化。由于许多优势,例如模块化结构,优越的收敛,易于实现和高灵活性,众所周知的交替方向方法(ADMM)已成为最受欢迎的分布式优化工具之一。在过去的十年中,ADMM经历了广泛的发展。这些事态发展在处理更一般的问题和实现更有效的实施方面都表现出来。具体而言,该方法已被推广到广泛的问题类别(即多块,耦合目标,非convex等)。此外,它已得到广泛的加强,以进行更有效的实施,例如提高的融合率,更容易的子问题,更高的计算效率,灵活的沟通,与不准确的信息兼容,对沟通延迟的稳健性等等。这些发展会导致广泛的ADMM变体庆祝,从智能的网格中庆祝,智能网格构建超出了智能网格,智能构建和智能构建,机器,机器,无需进行智能,无需进行机器。但是,缺乏调查来记录这些发展并辨别结果。为了实现这样的目标,本文对ADMM变体提供了全面的调查。特别是,我们辨别主要关注的五个主要问题,并讨论了有关主要思想,主要假设,收敛行为和主要特征的相关ADMM变体。此外,我们找出要解决的几个重要的未来研究方向。预计该调查将作为在广泛领域开发分布式优化的教程,并确定现有的理论研究差距。

By coordinating terminal smart devices or microprocessors to engage in cooperative computation to achieve systemlevel targets, distributed optimization is incrementally favored by both engineering and computer science. The well-known alternating direction method of multipliers (ADMM) has turned out to be one of the most popular tools for distributed optimization due to many advantages, such as modular structure, superior convergence, easy implementation and high flexibility. In the past decade, ADMM has experienced widespread developments. The developments manifest in both handling more general problems and enabling more effective implementation. Specifically, the method has been generalized to broad classes of problems (i.e.,multi-block, coupled objective, nonconvex, etc.). Besides, it has been extensively reinforced for more effective implementation, such as improved convergence rate, easier subproblems, higher computation efficiency, flexible communication, compatible with inaccurate information, robust to communication delays, etc. These developments lead to a plentiful of ADMM variants to be celebrated by broad areas ranging from smart grids, smart buildings, wireless communications, machine learning and beyond. However, there lacks a survey to document those developments and discern the results. To achieve such a goal, this paper provides a comprehensive survey on ADMM variants. Particularly, we discern the five major classes of problems that have been mostly concerned and discuss the related ADMM variants in terms of main ideas, main assumptions, convergence behaviors and main features. In addition, we figure out several important future research directions to be addressed. This survey is expected to work as a tutorial for both developing distributed optimization in broad areas and identifying existing theoretical research gaps.

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