Tracking-ADMM embeds a dynamic average consensus protocol inside parallel ADMM to produce a fully distributed solver for convex constraint-coupled optimization, with a Lyapunov proof that primal iterates converge to optimality.
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Tracking-ADMM for Distributed Constraint-Coupled Optimization
Tracking-ADMM embeds a dynamic average consensus protocol inside parallel ADMM to produce a fully distributed solver for convex constraint-coupled optimization, with a Lyapunov proof that primal iterates converge to optimality.