TITLE:
Distributed Alternating Direction Method of Multipliers for Multi-Objective Optimization
AUTHORS:
Hui Deng, Yangdong Xu
KEYWORDS:
Alternating Direction Method of Multipliers, Distributed Algorithm, Multi-Objective Optimization, Multi-Agent System
JOURNAL NAME:
Advances in Pure Mathematics,
Vol.12 No.4,
April
6,
2022
ABSTRACT: In this paper, a distributed algorithm is proposed to solve a kind of multi-objective optimization problem based on the alternating direction method of multipliers. Compared with the centralized algorithms, this algorithm does not need a central node. Therefore, it has the characteristics of low communication burden and high privacy. In addition, numerical experiments are provided to validate the effectiveness of the proposed algorithm.