Distributed Basis Pursuit
Abstract
We propose a distributed algorithm for solving the optimization problem Basis Pursuit (BP). BP finds the least L1-norm solution of the underdetermined linear system Ax = b and is used, for example, in compressed sensing for reconstruction. Our algorithm solves BP on a distributed platform such as a sensor network, and is designed to minimize the communication between nodes. The algorithm only requires the network to be connected, has no notion of a central processing node, and no node has access to the entire matrix A at any time. We consider two scenarios in which either the columns or the rows of A are distributed among the compute nodes. Our algorithm, named D-ADMM, is a decentralized implementation of the alternating direction method of multipliers. We show through numerical simulation that our algorithm requires considerably less communications between the nodes than the state-of-the-art algorithms.
- Publication:
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arXiv e-prints
- Pub Date:
- September 2010
- DOI:
- arXiv:
- arXiv:1009.1128
- Bibcode:
- 2010arXiv1009.1128M
- Keywords:
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- Mathematics - Optimization and Control;
- Computer Science - Information Theory;
- Computer Science - Systems and Control
- E-Print:
- Preprint of the journal version of the paper