parallel and distributed algorithm - github pages€¦ · parallel and distributed algorithm 7:55...
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eq: ADMM from prox alg
[ADMM for distributed optimization]
Parallel_and_distribu...Parallel Distributed Alg Part 1#
[Consensus using Proximal ADMM]Compare with Consensus using Monotone Operator Splitting
Parallel and distributed algorithm7:55 PM
EE 364b Convex Optimization II Page 1
# Row-wise partition korar uddeshsho holo u e z
er value boshie u er average vector
shomkorke ekti surprising info ber kora, the end goal is iteration 3tir jaigai duti kora, both
# Caution: in all the terms are not the same, it just means that it is C wise construction of
e er value bebohar kora
EE 364b Convex Optimization II Page 2
there might be a typo in Boyd's note: z_i \in R^|c_i|
[eq: ADMM for global consensus]
[eq: ADMM for global consensus]
[General Consensus]
Parallel_and_distrib...Parallel Dist Alg Part 2
# Caution: in all the terms are not the same, it just means that it is C wise construction of
# Has a game theory flavor
EE 364b Convex Optimization II Page 3
[ADMM for distributed optimization]
[ eq: Eucledian_proj_on_hyperplane ]
[General Consensus]
EE 364b Convex Optimization II Page 4
[ADMM for distributed optimization]
[Projection onto the standard simplex]
EE 364b Convex Optimization II Page 5