from cvxpy import *
import numpy as np
from multiprocessing import Process, Pipe

# Number of terms f_i.
N = ...
# A list of all the f_i.
f_list = ...

def run_worker(f, pipe):
    xbar = Parameter(n, value=np.zeros(n))
    u = Parameter(n, value=np.zeros(n))
    f += (rho/2)*sum_squares(x - xbar + u)
    prox = Problem(Minimize(f))
    # ADMM loop.
    while True:
        prox.solve()
        pipe.send(x.value)
        xbar.value = pipe.recv()
        u.value += x.value - xbar.value

# Setup the workers.
pipes = []
procs = []
for i in range(N):
    local, remote = Pipe()
    pipes += [local]
    procs += [Process(target=run_process, args=(f_list[i], remote))]
    procs[-1].start()

# ADMM loop.
for i in range(MAX_ITER):
    # Gather and average xi
    xbar = sum(pipe.recv() for pipe in pipes)/N
    # Scatter xbar
    for pipe in pipes:
        pipe.send(xbar)

[p.terminate() for p in procs]