Details of Research Outputs

TitleAsynchronous distributed alternating direction method of multipliers: Algorithm and convergence analysis
Author (Name in English or Pinyin)
Chang, T.-H.1; Hong, M.2; Liao, W.-C.3; Wang, X.4
Date Issued2016-03-20
Conference Name2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Source PublicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Conference PlaceShanghai, China
DOI10.1109/ICASSP.2016.7472585
Indexed BySCOPUS
Funding Project国家自然科学基金项目
Firstlevel Discipline信息科学与系统科学
Education discipline科技类
Published range国外学术期刊
Volume Issue Pages卷: 2016-May 页: 4781-4785
References
[1] R. Bekkerman, M. Bilenko, and J. Langford, Scaling up Machine Learning-Parallel and Distributed Approaches. Cambridge University Press, 2012.
[2] D. P. Bertsekas and J. N. Tsitsiklis, Parallel and distributed computation: Numerical methods. Upper Saddle River, NJ, USA: Prentice-Hall, Inc., 1989.
[3] S. Boyd, N. Parikh, E. Chu, B. Peleato, and J. Eckstein, "Distributed optimization and statistical learning via the alternating direction method of multipliers, " Foundations and Trends in Machine Learning, vol. 3, no. 1, pp. 1-122, 2011.
[4] F. Niu, B. Recht, C. Re, and S. J. Wright, "Hogwild!: A lock-free approach to parallelizing stochastic gradient descent, " Proc. Advances in Neural Information Processing Systems (NIPS), vol. 24, pp. 693-701, 2011, [Online] http: //arxiv. org/abs/1106. 5730.
[5] A. Agarwal and J. C. Duchi, "Distributed delayed stochastic optimization, " Proc. Advances in Neural Information Processing Systems (NIPS), vol. 24, pp. 873-881, 2011, [Online] http: //arxiv. org/abs/1104. 5525.
[6] M. Li, L. Zhou, Z. Yang, A. Li, F. Xia, D. G. Andersen, and A. Smola, "Parameter server for distributed machine learning, " [Online] http: //www. cs. cmu. edu/muli/file/ps. pdf.
[7] M. Li, D. G. Andersen, and A. Smola, "Distributed delayed proximal gradient methods, " [Online] http: //www. cs. cmu. edu/muli/file/ ddp. pdf.
[8] J. Liu and S. J. Wright, "Asynchronous stochastic coordinate descent: Parallelism and convergence properties, " SIAM J. Optim., vol. 25, no. 1, pp. 351-376, Feb. 2015.
[9] R. Zhang and J. T. Kwok, "Asynchronous distributed ADMM for consensus optimization, " in Proc. 31th ICML, 2014., Beijing, China, June 21-26, 2014, pp. 1-9.
[10] P. Richtárik, M. Takác, and S. D. Ahipasaoglu, "Alternating maximization: Unifying framework for 8 sparse PCA formulations and efficient parallel codes, " [Online] http: //arxiv. org/abs/1212. 4137.
[11] Q. Ling, Y. Xu, W. Yin, and Z. Wen, "Decentralized low-rank matrix completion, " in Proc. IEEE ICASSP, Kyoto, Japan, March 25-30, 2012, pp. 2925-2928.
[12] B. He and X. Yuan, "On the o(1/n) convergence rate of Douglas-Rachford alternating direction method, " SIAM J. Num. Anal., vol. 50, 2012.
[13] W. Deng and W. Yin, "On the global and linear convergence of the generalized alternating direction method of multipliers, " Rice CAAM technical report 12-14, 2012.
[14] W. Shi, Q. Ling, K. Yuan, G. Wu, and W. Yin, "On the linear convergence of the ADMM in decentralized consensus optimization, " IEEE Trans. Signal Process., vol. 62, no. 7, pp. 1750-1761, April 2014.
[15] M. Hong, Z.-Q. Luo, and M. Razaviyayn, "Convergence analysis of alternating direction method of multipliers for a family of nonconvex problems, " technical report; available on http: //arxiv. org/pdf/1410. 1390. pdf.
[16] T.-H. Chang, M. Hong, W.-C. Liao, and X. Wang, "Asynchronous distributed ADMM for large-scale optimization-Part I: Algorithm and convergence analysis, " submitted for publication.
[17] A. Beck and M. Teboulle, "A fast iterative shrinkage-thresholding algorithm for linear inverse problems, " SIAM J. Imaging Sci., vol. 2, no. 1, pp. 183-202, 2009.
Citation statistics
Cited Times [WOS]:0   [WOS Record]     [Related Records in WOS]
Document TypeConference paper
Identifierhttps://irepository.cuhk.edu.cn/handle/3EPUXD0A/1202
CollectionSchool of Science and Engineering
Affiliation
1.School of Sci. and Eng., Chinese Univ. of Hong Kong, Shenzhen, Shenzhen, 518172, China
2.Dept. of IMSE and ECE, Iowa State Univ., Ames, IA 50011, United States
3.Dept. of Elect. and Compt. Eng., Univ. of Minnesota, Twin Cities, MN 55455, United States
4.Software Eng. Institute, East China Normal Univ., Shanghai, 200062, China
Recommended Citation
GB/T 7714
Chang, T.-H.,Hong, M.,Liao, W.-C.et al. Asynchronous distributed alternating direction method of multipliers: Algorithm and convergence analysis[C],2016.
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