Campus Units

Industrial and Manufacturing Systems Engineering

Document Type

Article

Publication Version

Accepted Manuscript

Publication Date

2016

Journal or Book Title

IEEE Transactions on Signal Processing

Volume

64

Issue

12

First Page

3131

Last Page

3144

DOI

10.1109/TSP.2016.2537261

Abstract

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension is large, a distributed version of ADMM can be used, which is capable of distributing the computation load and the data set to a network of computing nodes. Unfortunately, a direct synchronous implementation of such algorithm does not scale well with the problem size, as the algorithm speed is limited by the slowest computing nodes. To address this issue, in a companion paper, we have proposed an asynchronous distributed ADMM (AD-ADMM) and studied its worst-case convergence conditions. In this paper, we further the study by characterizing the conditions under which the AD-ADMM achieves linear convergence. Our conditions as well as the resulting linear rates reveal the impact that various algorithm parameters, network delay, and network size have on the algorithm performance. To demonstrate the superior time efficiency of the proposed AD-ADMM, we test the AD-ADMM on a high-performance computer cluster by solving a large-scale logistic regression problem.

Comments

This is a manuscript of an article from IEEE Transactions on Signal Processing 64 (2016): 3131, DOI: 10.1109/TSP.2016.2537261. Posted with permission.

Rights

© 2016 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.

Copyright Owner

IEEE

Language

en

File Format

application/pdf

Published Version

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