### Abstract

We propose a distributed, decentralized algorithm for solving separable optimization problems over a connected network of compute nodes. In a separable problem, each node has its own private function and its own private constraint set. Private means that no other node has access to it. The goal is to minimize the sum of all nodes' private functions, constraining the solution to be in the intersection of all the private sets. Our algorithm is based on the alternating direction method of multipliers (ADMM) and requires a coloring of the network to be available beforehand. We perform numerical experiments of the algorithm, applying it to compressed sensing problems. These show that the proposed algorithm requires in general less iterations, and hence less communication between nodes, than previous algorithms to achieve a given accuracy.

Original language | English |
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Title of host publication | 2012 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) |

Publisher | IEEE |

Pages | 2869-2872 |

Number of pages | 4 |

ISBN (Electronic) | 9781467300469 |

ISBN (Print) | 9781467300452 |

DOIs | |

Publication status | Published - 31 Aug 2012 |

Event | 2012 IEEE International Conference on Acoustics, Speech, and Signal Processing - Kyoto, Japan Duration: 25 Mar 2012 → 30 Mar 2012 |

### Publication series

Name | 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) |
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Publisher | IEEE |

ISSN (Print) | 1520-6149 |

ISSN (Electronic) | 1520-6149 |

### Conference

Conference | 2012 IEEE International Conference on Acoustics, Speech, and Signal Processing |
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Abbreviated title | ICASSP 2012 |

Country | Japan |

City | Kyoto |

Period | 25/03/12 → 30/03/12 |

### Keywords

- basis pursuit
- compressed sensing
- Distributed optimization
- network optimization

### ASJC Scopus subject areas

- Signal Processing
- Software
- Electrical and Electronic Engineering

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## Cite this

*2012 IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP)*(pp. 2869-2872). (2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)). IEEE. https://doi.org/10.1109/ICASSP.2012.6288516