Distributed inexact dual consensus ADMM for network resource allocation
Long Jian, Jiangping Hu, Jun Wang, Kaibo Shi · Optimal Control Applications and Methods · 2019
Summary This paper investigates two novel distributed algorithms based on alternating direction method of multipliers (ADMM) for network resource allocation of N agents. The main objective is to derive an optimal allocation that minimizes a global objective expressed as a sum of locally known separable convex objective functions. Based on a communication matrix, the dual resource allocation problem is changed into a consensus optimization problem, in which each agent broadcasts the outcome of its local processing to all his neighbors. In this paper, we first propose a new distributed dual consensus ADMM (DC‐ADMM) algorithm to address this consensus problem. Moreover, by applying an inexact step for each ADMM update, a distributed inexact DC‐ADMM (IDC‐ADMM) is also developed, which enables agents to perform cheap computation at each iteration. Finally, numerical simulations are delivered to illustrate and validate the proposed algorithm.