Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 59, Issue 11, Pages 5523-5537Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2011.2162831
Keywords
Alternating direction multipliers method (ADMM); consensus; convergence speed; distributed implementation; noise resilience; optimization methods; sensor networks
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The alternating direction multipliers method (ADMM) has been recently proposed as a practical and efficient algorithm for distributed computing. We discuss its applicability to the average consensus problem in this paper. By carefully relaxing ADMM augmentation coefficients we are able to analytically investigate its properties, and to propose simple and strict analytical bounds. These provide a clear indication on how to choose system parameters for optimized performance. We prove both analytically and via simulations that the proposed approach exhibits convergence speed between the best in the literature (classical and optimized solutions), while providing the most powerful resilience to noise.
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