We propose a distributed algorithm, named Distributed Alternating Direction
Method of Multipliers (D-ADMM), for solving separable optimization problems in
networks of interconnected nodes or agents. In a separable optimization problem
there is a private cost function and a private constraint set at each node. The
goal is to minimize the sum of all the cost functions, constraining the
solution to be in the intersection of all the constraint sets. D-ADMM is proven
to converge when the network is bipartite or when all the functions are
strongly convex, although in practice, convergence is observed even when these
conditions are not met. We use D-ADMM to solve the following problems from
signal processing and control: average consensus, compressed sensing, and
support vector machines. Our simulations show that D-ADMM requires less
communications than state-of-the-art algorithms to achieve a given accuracy
level. Algorithms with low communication requirements are important, for
example, in sensor networks, where sensors are typically battery-operated and
communicating is the most energy consuming operation.

提出了一种分布式算法 - 分布式交替方向乘子法 (D-ADMM)，可解决相互连接节点或代理的分离优化问题，该算法已被证明在网络为二分图或所有函数都是强凸时收敛，用于解决信号处理和控制问题时，相较于现有算法将通信频率大幅降低。