Distributed Subgradient Projection Algorithm Over Directed Graphs

DOI10.1109/TAC.2016.2615066MaRDI QIDQ4589455zbMATH OpenOpenAlexFDO

Authors Chenguang Xi, Usman A. Khan

Publication date 10 November 2017

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

Full work available at URL https://arxiv.org/abs/1602.00653

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Convex programming (90C25)

Abstract: We propose a distributed algorithm, termed the Directed-Distributed Projected Subgradient (D-DPS), to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of locally known convex functions. Each agent in the network owns only its local objective function, constrained to a commonly known convex set. We focus on the circumstance when communications between agents are described by a directed network. The D-DPS augments an additional variable for each agent, to overcome the asymmetry caused by the directed communication network. The convergence analysis shows that D-DPS converges at a rate of $O(fraclnksqrtk)$, where k is the number of iterations.

Cited in

(33)

• Distributed optimization with closed convex set for multi-agent networks over directed graphs
• Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs
• Augmented Lagrange algorithms for distributed optimization over multi-agent networks via edge-based method
• Distributed multi-UAV trajectory optimization over directed networks
• A privacy-masking learning algorithm for online distributed optimization over time-varying unbalanced digraphs
• Continuous-time distributed optimization with strictly pseudoconvex objective functions
• Distributed composite optimization for multi-agent systems with asynchrony
• Gradient-free distributed optimization with exact convergence
• An improved distributed gradient-push algorithm for bandwidth resource allocation over wireless local area network
• Distributed stochastic subgradient projection algorithms based on weight-balancing over time-varying directed graphs
• Multi-cluster distributed optimization via random sleep strategy
• Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach
• Subgradient averaging for multi-agent optimisation with different constraint sets
• Differentially private distributed optimization for multi-agent systems via the augmented Lagrangian algorithm
• A Distributed SDP Approach for Large-Scale Noisy Anchor-Free Graph Realization with Applications to Molecular Conformation
• Robust asynchronous stochastic gradient-push: asymptotically optimal and network-independent performance for strongly convex functions
• Distributed optimization for multi-agent system over unbalanced graphs with linear convergence rate.
• Distributed optimization with inexact oracle
• Distributed optimization of multi-integrator agent systems with mixed neighbor interactions
• A gradient‐free distributed optimization method for convex sum of nonconvex cost functions
• Primal-dual -subgradient method for distributed optimization
• A distributed accelerated optimization algorithm over time‐varying directed graphs with uncoordinated step‐sizes
• Differentially private distributed online learning over time‐varying digraphs via dual averaging
• Optimal output consensus of second‐order uncertain nonlinear systems on weight‐unbalanced directed networks
• Distributed delayed dual averaging for distributed optimization over time-varying digraphs
• Distributed optimal coordination of multiple heterogeneous linear systems over unbalanced directed communication networks
• Distributed bandit online optimisation for energy management in smart grids
• Distributed constrained optimization algorithms with linear convergence rate over time-varying unbalanced graphs
• An exponentially convergent distributed algorithm for resource allocation problem
• Distributed primal-dual method on unbalanced digraphs with row stochasticity
• Privacy-preserving distributed projected one-point bandit online optimization over directed graphs
• Distributed event-triggered algorithm for unconstrained convex optimisation over weight-balanced directed networks
• Consensus-based primal-dual method with event-triggered communication

This page was built for publication: Distributed Subgradient Projection Algorithm Over Directed Graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4589455)