Distributed Optimization over Lossy Networks via Relaxed Peaceman-Rachford Splitting: a Robust ADMM Approach

• Published in: arXiv.org
• Main Authors: Bastianello, Nicola, Todescato, Marco, Carli, Ruggero, Schenato, Luca
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 26.09.2018
• Subjects: Algorithms; Communication; Communication networks; Computer memory; Computer simulation; Graphs; Mathematics - Optimization and Control; Multiagent systems; Operators (mathematics); Optimization; Robustness (mathematics); Splitting

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like algorithm that we refer to as relaxed ADMM (R-ADMM) via a generali...