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standared_ADMM.m
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standared_ADMM.m
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function [obj_GADMM, loss_GADMM, Iter, gadmm_time]=standared_ADMM(XX,YY, rho, no_workers, num_feature, noSamples, num_iter, obj0...
, acc)
Iter= num_iter;
s1=num_feature;
s2=noSamples;
lambda = zeros(s1,no_workers);
out=zeros(s1,no_workers);
out_prev=zeros(s1,no_workers);
max_iter = num_iter;
gadmm_time(1)=0;
for i = 1:max_iter
for ii =1:no_workers-1
l=no_workers;
first = (ii-1)*s2+1;
last = first+s2-1;
H=XX(first:last,1:s1);
Y=YY(first:last);
% if(i==1)
% com_cost(i)=sum(pathCost);
% else
% com_cost(i)= com_cost(i-1)+sum(pathCost);
% end
C1=lambda(:,ii);
term_1=rho*out(:,l);
if(ii==1 && i > 1)
tic
end
x=(H'*H+rho*eye(s1,s1))\(H'*Y-C1+term_1);
out_prev(:,ii)=out(:,ii);
out(:,ii) =x;
if(ii==1 && i > 1)
gadmm_time(i)=gadmm_time(i-1)+2*toc;
end
end
ii =no_workers;
first = (ii-1)*s2+1;
last = first+s2-1;
H=XX(first:last,1:s1);
Y=YY(first:last);
%C1= lambda(:,ii);
for j=1:num_feature
C1(j,1)= sum(lambda(j,1:no_workers-1));
end
for j=1:num_feature
term_1(j,1)=rho*sum(out(j,1:no_workers-1));
end
x=(H'*H+(no_workers-1)*rho*eye(s1,s1))\(H'*Y+C1+term_1);
%x=((no_workers-1)*rho*eye(s1,s1))\(C1+term_1);
out_prev(:,ii)=out(:,ii);
out(:,ii) =x;
for ii=1:no_workers-1
lambda(:,ii) = lambda(:,ii) + rho*(out(:,ii)-out(:,no_workers));
end
% ii=no_workers;
% for j=1:num_feature
% lambda(j,ii) = lambda(j,ii) + rho*sum(out(j,1:no_workers-1))-rho*out(j,ii);
% end
final_obj = 0;
for ii =1:no_workers
first = (ii-1)*s2+1;
last = first+s2-1;
final_obj = final_obj + 0.5*norm(XX(first:last,1:s1)*out(:,ii) - YY(first:last))^2;
end
obj_GADMM(i)=final_obj;
loss_GADMM(i)=abs(final_obj-obj0);
if(loss_GADMM(i) < acc)
Iter = i;
break;
end
end