Fast ADMM algorithm with efficient communication for distributed optimization of multi-agent systems

Abstract

This paper proposes a distributed optimization algorithm based on alternating direction method of multipliers (ADMM) for the distributed optimization problem of multi-agent systems, called ADMM with adaptive penalty terms and conditional communication (for short, AAPCC), by using the local information of agents to update the adaptive penalty terms to speed up the convergence speed while by restricting the communication conditions of agents to reduce the communication cost of agents in the iterative process. Thus, the communication cost of the system is reduced while the convergence speed is ensured. Numerical simulation experiments show that in a multi-agent system, compared with the classical ADMM, AAPCC can better balance the convergence speed and communication cost, suitable for multi-agent systems that require fast convergence speed and less communication cost.