Multi-leader multi-follower game-based ADMM for big data processing

Zijie Zheng, Lingyang Song, Zhu Han, Geoffrey Ye Li, H. Vincent Poor

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

Abstract

Alternating direction method of multipliers (ADMM) is a promising approach to solve 'big data' problems due to its efficient variable decomposition and fast convergence. However, it is subject to the following two fundamental assumptions: no contradiction among multiple controllers' objectives and ideal feedback from the agents to the controllers. In this paper, a multiple-leader multiple-follower (MLMF) game-based ADMM is developed to balance the conflicting objectives among the controllers as well as those between the controllers and the agents. Both analytical and simulation results verify that the proposed method reaches a hierarchical social optimum and converges at a linear speed. More importantly, the convergence rate is independent of the network size, which indicates that the MLMF game-based ADMM can be used in a very large network for big data processing.

Original languageEnglish (US)
Title of host publication18th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1-5
Number of pages5
ISBN (Electronic)9781509030088
DOIs
StatePublished - Dec 19 2017
Event18th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2017 - Sapporo, Japan
Duration: Jul 3 2017Jul 6 2017

Publication series

NameIEEE Workshop on Signal Processing Advances in Wireless Communications, SPAWC
Volume2017-July

Other

Other18th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2017
CountryJapan
CitySapporo
Period7/3/177/6/17

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering
  • Computer Science Applications
  • Information Systems

Keywords

  • ADMM
  • Big data
  • Game theory
  • Large-scale network

Fingerprint Dive into the research topics of 'Multi-leader multi-follower game-based ADMM for big data processing'. Together they form a unique fingerprint.

Cite this