Distributed Optimization With Coupling Constraints

DOI10.1109/TAC.2022.3169955MaRDI QIDQ6055284zbMATH OpenOpenAlexFDO

Authors Xuyang Wu, He Wang, Jie Lü

Publication date 28 September 2023

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

Full work available at URL https://arxiv.org/abs/2102.12989

zbMATH Keywords

constrained optimizationdistributed optimizationprimal-dual methodproximal algorithm

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: In this paper, we develop a novel distributed algorithm for addressing convex optimization with both nonlinear inequality and linear equality constraints, where the objective function can be a general nonsmooth convex function and all the constraints can be fully coupled. Specifically, we first separate the constraints into three groups, and design two primal-dual methods and utilize a virtual-queue-based method to handle each group of the constraints independently. Then, we integrate these three methods in a strategic way, leading to an integrated primal-dual proximal (IPLUX) algorithm, and enable the distributed implementation of IPLUX. We show that IPLUX achieves an $O(1/k)$ rate of convergence in terms of optimality and feasibility, which is stronger than the convergence results of the state-of-the-art distributed algorithms for convex optimization with coupling nonlinear constraints. Finally, IPLUX exhibits competitive practical performance in the simulations.

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Cited in

(13)

• Tracking-ADMM for distributed constraint-coupled optimization
• Distributed Optimization With Local Domains: Applications in MPC and Network Flows
• Concurrent forward bounding for distributed constraint optimization problems
• scientific article; zbMATH DE number 6982986 (Why is no real title available?)
• Distributed Proximal Algorithms for Multiagent Optimization With Coupled Inequality Constraints
• Distributed cooperative optimization and its applications
• Distributed Coupled Multiagent Stochastic Optimization
• Balancing Communication and Computation in Distributed Optimization
• Communication-Aware Local Search for Distributed Constraint Optimization
• Distributed robust optimization with coupled constraints via Tseng's splitting method
• Decentralized optimization with affine constraints over time-varying networks
• Fixed-time safe distributed optimization for cost-coupled weighted economic dispatch over time-varying networks
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