Definition: In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.
Input: The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension is large, a distributed version of ADMM can be used, which is capable of distributing the computation load and the data set to a network of computing nodes. Unfortunately, a direct synchronous implementation of such algorithm does not scale well with the problem size, as the algorithm speed is limited by the slowest computing nodes. To address this issue, in a companion paper, we have proposed an asynchronous distributed ADMM (AD-ADMM) and studied its worst-case convergence conditions. In this paper, we further the study by characterizing the conditions under which the AD-ADMM achieves linear convergence. Our conditions as well as the resulting linear rates reveal the impact that various algorithm parameters, network delay and network size have on the algorithm performance. To demonstrate the superior time efficiency of the proposed AD-ADMM, we test the ADADMM on a high-performance computer cluster by solving a large-scale logistic regression problem. Keywords− Distributed optimization, ADMM, Asynchronous, Consensus optimization ⋆Tsung-Hui Chang is the corresponding author. Address: School of Science and Engineering, The Chinese University of Hong Kong, Shenzhen, China 518172, E-mail: tsunghui.chang@ieee.org. Wei-Cheng Liao is with Department of Electrical and Computer Engineering, University of Minnesota, Minneapolis, MN 55455, USA, E-mail: mhong@umn.edu Mingyi Hong is with Department of Industrial and Manufacturing Systems Engineering, Iowa State University, Ames, 50011, USA, E-mail: mingyi@iastate.edu Xiangfeng Wang is with Shanghai Key Lab for Trustworthy Computing, Software Engineering Institute, East China Normal University, Shanghai, 200062, China, E-mail: xfwang@sei.ecnu.edu.cn September 10, 2015 DRAFT

Asynchronous Distributed ADMM for Large-Scale Optimization- Part II: Linear Convergence Analysis and Numerical Performance