Alternating direction method of multipliers (ADMM) is an optimization algorithm that can be used in problems where the structure of the objective function (and constraints encoded therein) admits a decomposition into subproblems that can be iteratively solved to arrive at a global solution via a convergent sequence of primal-dual updates. One specific problem with objective function ∑ =1 () + (∑ =1) is known as 'sharing problem' [1] is the building block of the proposed algorithm. When using ADMM to solve other ADMM subproblems, the multi-level hierarchy is introduced and that is hierarchical ADMM (H-ADMM).
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