Distributed Convex Optimization: Based on Monotone Operator Theory

Following their conception in the mid twentieth century, the world of computers has evolved from a landscape of isolated entities into a sprawling web of interconnected machines. Yet, given this evolution, many of the methods we use for allowing computers to work together still reflect their inherently isolated origins with the aggregation of...

On the duality of globally constrained separable problems and its application to distributed signal processing

In this paper, we focus on the challenge of processing data generated within decentralised wireless sensor networks in a distributed manner. When the desired operations can be expressed as globally constrained separable convex optimisation problems, we show how we can convert these to extended monotropic programs and exploit Lagrangian duality...