Distributed Optimization of Quadratic Costs with a Group-Sparsity Regularization Via PDMM

Kangwei Hu, Danqi Jin, Wen Zhang, Jie Chen

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Scopus citations

Abstract

Structural sparsity is useful for variable and node selection in distributed networks. In this paper, we propose a distributed algorithm to solve the problem of a quadratic cost function with mixed \ell-{1,2}-norm regularization to promote the group-sparsity of the solution. By introducing virtual pair nodes to each actual node and by decomposing the cost function to each nodes, we obtain a distributed optimization problem on an extended graph model, which is further solved via the PDMM algorithm. Numerical simulation results illustrate the accurate convergence of the proposed algorithm to the centralized solution.

Original languageEnglish
Title of host publication2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1825-1830
Number of pages6
ISBN (Electronic)9789881476852
DOIs
StatePublished - 2 Jul 2018
Event10th Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Honolulu, United States
Duration: 12 Nov 201815 Nov 2018

Publication series

Name2018 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018 - Proceedings

Conference

Conference10th Asia-Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2018
Country/TerritoryUnited States
CityHonolulu
Period12/11/1815/11/18

Keywords

  • Distributed optimization
  • group-sparsity
  • norm regularization
  • PDMM
  • primal-dual algorithm

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