Distributed Projection on the Simplex and $\ell _1$ Ball via ADMM and Gossip
Franck Iutzeler, Laurent Condat · IEEE Signal Processing Letters · 2018
We derive distributed algorithms for projecting the local values of the agents of a computing network on the simplex or on the$\ell _1$ball. These algorithms are based on the distributed alternating direction method of multipliers to solve a convex optimization problem of the form$\min _x \sum _n f_n(x)$, where each function$f_n$is local to node$n$and has an easy-to-compute proximity operator.