The Alternating Direction Method of Multipliers (ADMM) is a distributed algorithm suitable for quasi-separable problems in Multi-disciplinary Design Optimization. Previous authors have studied the convergence and complexity of the ADMM algorithm by treating it as an instance of the proximal point algorithm. In this paper, those previous results are extended to an alternate form of the ADMM algorithm applied to the quasi-separable problem. Secondly, a dynamic penalty parameter updating heuristic for the ADMM algorithm is introduced and compared against a previously proposed updating heuristic. The proposed updating heuristic was tested on a distributed linear model fitting example and performed favorably against the other heuristic and the fixed penalty parameter scheme.
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ASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
August 17–20, 2014
Buffalo, New York, USA
Conference Sponsors:
- Design Engineering Division
- Computers and Information in Engineering Division
ISBN:
978-0-7918-4632-2
PROCEEDINGS PAPER
Iteration Complexity of the Alternating Direction Method of Multipliers for Quasi-Separable Problems in Multi-Disciplinary Design Optimization
Ning Quan,
Ning Quan
University of Illinois at Urbana-Champaign, Urbana, IL
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Harrison Kim
Harrison Kim
University of Illinois at Urbana-Champaign, Urbana, IL
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Ning Quan
University of Illinois at Urbana-Champaign, Urbana, IL
Harrison Kim
University of Illinois at Urbana-Champaign, Urbana, IL
Paper No:
DETC2014-35066, V02BT03A031; 10 pages
Published Online:
January 13, 2015
Citation
Quan, N, & Kim, H. "Iteration Complexity of the Alternating Direction Method of Multipliers for Quasi-Separable Problems in Multi-Disciplinary Design Optimization." Proceedings of the ASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. Volume 2B: 40th Design Automation Conference. Buffalo, New York, USA. August 17–20, 2014. V02BT03A031. ASME. https://doi.org/10.1115/DETC2014-35066
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