Distributed Alternating Direction Method of Multipliers for Multi-Objective Optimization
Hui Deng, Y. D. Xu · Advances in Pure Mathematics · 2022
In this paper, a distributed algorithm is proposed to solve a kind of multi-objective optimization problem based on the alternating direction method of multipliers. Compared with the centralized algorithms, this algorithm does not need a central node. Therefore, it has the characteristics of low communication burden and high privacy. In addition, numerical experiments are provided to validate the effectiveness of the proposed algorithm.