Overview

• The package PEXTRA_Demo_Geometric_Median includes a demo illustrating how fast P-EXTRA solves a decentralized geometric median problem. The package PGEXTRA_Demo_Compressed_Sensing includes a demo illustrating how fast PG-EXTRA solves a decentralized compressed sensing problem. The package PGEXTRA_Demo_Quadratic_Programming includes a demo illustrating how fast PG-EXTRA solves a decentralized quadratic programming problem.
• References:
  • [1] W. Shi, Q. Ling, G. Wu, and W. Yin, “A Proximal Gradient Algorithm for Decentralized Composite Optimization,” IEEE Transactions on Signal Processing, vol. 63, no. 22, 2015.
• Please use the code under the GNU GPLv3
• Please note: the demos may need CVX if one chooses to use the FDLA matrix as the mixing matrix. This code is still in beta version, and is not yet well documented. The demo main files in PEXTRA_Demo_Geometric_Median are Compare_all_Median_2.m. The demo main file in PGEXTRA_Demo_Compressed_Sensing is Compare_all_L1_LS.m. The demo main file in PGEXTRA_Demo_Quadratic_Programming is Compare_all_QP_temp3.m. The code has been tested in Windows 8.1, PCWIN64 environment.
• Changelog:

Matlab code

• PEXTRA_Demo_Geometric_Median_v0.1.zip
• PGEXTRA_Demo_Compressed_Sensing_v0.2.zip
• PGEXTRA_Demo_Quadratic_Programming_v0.1.zip