A Decentralized Primal-Dual Method for Constrained Minimization of a Strongly Convex Function

DOI10.1109/TAC.2021.3130082MaRDI QIDQ6077139zbMATH OpenOpenAlexFDO

Authors Erfan Yazdandoost Hamedani, N. S. Aybat

Publication date 25 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.11835

zbMATH Keywords

constrained optimizationconvergence analysisdistributed algorithmssaddle point problem

Mathematics Subject Classification ID

Quasilinear elliptic equations with mean curvature operator (35J93)

Abstract: We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific convex functions over conic constraint sets defined by agent-specific nonlinear functions; hence, the optimal consensus decision should lie in the intersection of these private sets. Under the strong convexity assumption, we provide convergence rates for sub-optimality, infeasibility, and consensus violation in terms of the number of communications required; examine the effect of underlying network topology on the convergence rates.

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