Distributed Estimation of Graph Laplacian Eigenvalues by the Alternating Direction of Multipliers Method
نویسندگان
چکیده
منابع مشابه
Distributed Estimation of Graph Laplacian Eigenvalues by the Alternating Direction of Multipliers Method
This paper presents a new method for estimating the eigenvalues of the Laplacian matrix associated with the graph describing the network topology of a multi-agent system. Given an approximate value of the average of the initial condition of the network state and some intermediate values of the network state when performing a Laplacian-based average consensus, the estimation of the Laplacian eig...
متن کاملBregman Alternating Direction Method of Multipliers
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit the structure of problems. BADMM provides a unified framework for ADMM and it...
متن کاملAdaptive Stochastic Alternating Direction Method of Multipliers
The Alternating Direction Method of Multipliers (ADMM) has been studied for years. Traditional ADMM algorithms need to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a computational complexity proportional to the number of training examples. To reduce the complexity, stochastic ADMM algorithms were proposed to replace the expected loss f...
متن کاملFast Stochastic Alternating Direction Method of Multipliers
In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as existing stochastic ADMM algorithms, the proposed algorithm improves the convergence rate on convex problems from O ( 1 √ T ) to O ( 1 T ) , where T is the ...
متن کاملAn inertial alternating direction method of multipliers
In the context of convex optimization problems in Hilbert spaces, we induce inertial effects into the classical ADMM numerical scheme and obtain in this way so-called inertial ADMM algorithms, the convergence properties of which we investigate into detail. To this aim we make use of the inertial version of the DouglasRachford splitting method for monotone inclusion problems recently introduced ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2014
ISSN: 1474-6670
DOI: 10.3182/20140824-6-za-1003.02428