The ADMM algorithm for distributed averaging: Convergence rates and optimal parameter selection
Euhanna Ghadimi, Andre M. H. Teixeira, Michael Rabbat, Mikael Johansson · 2014 48th Asilomar Conference on Signals, Systems and Computers · 2014
We derive the optimal step-size and over-relaxation parameter that minimizes the convergence time of two ADMM-based algorithms for distributed averaging. Our study shows that the convergence times for given step-size and over-relaxation parameters depend on the spectral properties of the normalized Laplacian of the underlying communication graph. Motivated by this, we optimize the edge-weights of the communication graph to improve the convergence speed even further. The performance of the ADMM algorithms with our parameter selection are compared with alternatives from the literature in extensive numerical simulations on random graphs.