Module distributed_admm 

Distributed ADMM, PDMM, and EXTRA algorithms.

This module implements distributed optimization methods based on the Alternating Direction Method of Multipliers (ADMM) and related algorithms:

• Consensus ADMM (Boyd et al. 2011): Scalable distributed optimization using augmented Lagrangian decomposition with warm-starting support.
• Lasso via ADMM: Canonical example with closed-form x/z updates.
• PDMM (Chang et al. 2015): Decentralized ADMM over general network topologies.
• EXTRA (Shi et al. 2015): Gradient-tracking algorithm for exact decentralized consensus without diminishing step sizes.

Quick Start

use scirs2_optimize::distributed_admm::{solve_lasso_admm, AdmmConfig};

let a = vec![
    vec![1.0, 0.0],
    vec![0.0, 1.0],
    vec![1.0, 1.0],
];
let b = vec![1.0, 0.0, 1.0];
let config = AdmmConfig::default();
let result = solve_lasso_admm(&a, &b, 0.1, &config).expect("Lasso ADMM failed");
println!("Solution: {:?}", result.x);
println!("Converged: {}", result.converged);

References

• Boyd et al. (2011). “Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers.” Foundations and Trends in ML.
• Chang et al. (2015). “Multi-Agent Distributed Optimization via Inexact Consensus ADMM.” IEEE Trans. Signal Processing.
• Shi et al. (2015). “EXTRA: An Exact First-Order Algorithm for Decentralized Consensus Optimization.” SIAM J. Optim.

Re-exports

pub use admm::consensus_admm;

pub use admm::solve_lasso_admm;

pub use admm::AdmmSolver;

pub use pdmm_extra::metropolis_hastings_weights;

pub use pdmm_extra::ring_topology;

pub use pdmm_extra::ExtraSolver;

pub use pdmm_extra::PdmmSolver;

pub use types::AdmmConfig;

pub use types::AdmmResult;

pub use types::ConsensusNode;

pub use types::ExtraConfig;

pub use types::PdmmConfig;

Modules

admm

ADMM (Alternating Direction Method of Multipliers) with warm-starting.

pdmm_extra

PDMM (Primal-Dual Method of Multipliers) and EXTRA algorithms.

types

Types for Distributed ADMM, PDMM, and EXTRA algorithms.