  Multi-agent distributed optimization over a network minimizes a global
objective formed by a sum of local convex functions using only local
computation and communication. We develop and analyze a quantized distributed
algorithm based on the alternating direction method of multipliers (ADMM) when
inter-agent communications are subject to finite capacity and other practical
constraints. While existing quantized ADMM approaches only work for quadratic
local objectives, the proposed algorithm can deal with more general objective
functions (possibly non-smooth) including the LASSO. Under certain convexity
assumptions, our algorithm converges to a consensus within
$\log_{1+\eta}\Omega$ iterations, where $\eta>0$ depends on the local
objectives and the network topology, and $\Omega$ is a polynomial determined by
the quantization resolution, the distance between initial and optimal variable
values, the local objective functions and the network topology. A tight upper
bound on the consensus error is also obtained which does not depend on the size
of the network.

Optimization and Control