Asynchronous online ADMM for consensus problems
In this paper, we consider the consensus problem where a set of nodes cooperate to minimize a global cost. In particular, we consider an online setting and propose an online algorithm based on the alternating direction method of multipliers. Besides, we take into account the asynchronous operation of the nodes. In this context, we prove that the algorithm attains sublinear regret on the objective. Finally, we assess numerically the performance of the algorithm in a distributed sparse regression problem. ; Grant numbers : This work is partly supported by the Spanish and Catalan Governments by grants INTENSYV (TEC2013-44591-P) and 2014-SGR-1567.© 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.