Distributed convex optimization with coupling constraints over time-varying directed graphs
From MaRDI portal
Abstract: This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local constraints and global coupling equality constraints. Over directed graphs, a distributed algorithm is proposed that incorporates the push-sum protocol into dual subgradient methods. Under the convexity assumption, the optimality of primal and dual variables, and constraint violations is first established. Then the explicit convergence rates of the proposed algorithm are obtained. Finally, some numerical experiments on the economic dispatch problem are provided to demonstrate the efficacy of the proposed algorithm.
Recommendations
- Distributed nonconvex constrained optimization over time-varying digraphs
- Distributed Optimization Over Time-Varying Directed Graphs
- Optimal Distributed Convex Optimization on Slowly Time-Varying Graphs
- Distributed Online Convex Optimization on Time-Varying Directed Graphs
- Distributed discrete-time convex optimization with nonidentical local constraints over time-varying unbalanced directed graphs
- scientific article; zbMATH DE number 6936839
- Distributed Convex Optimization with Inequality Constraints over Time-Varying Unbalanced Digraphs
- Distributed constraint-coupled optimization via primal decomposition over random time-varying graphs
- Distributed Continuous-Time Algorithms for Time-Varying Constrained Convex Optimization
- Distributed optimization methods for nonconvex problems with inequality constraints over time-varying networks
Cites work
- A distributed ADMM-like method for resource sharing over time-varying networks
- A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints
- A Proximal Dual Consensus ADMM Method for Multi-Agent Constrained Optimization
- Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
- An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
- Distributed Constrained Optimization by Consensus-Based Primal-Dual Perturbation Method
- Distributed optimization methods for nonconvex problems with inequality constraints over time-varying networks
- Distributed Optimization Over Time-Varying Directed Graphs
- Distributed Recursive Least-Squares: Stability and Performance Analysis
- Distributed stochastic subgradient projection algorithms for convex optimization
- Distributed Subgradient Methods for Multi-Agent Optimization
- Dual Averaging for Distributed Optimization: Convergence Analysis and Network Scaling
- Dual decomposition for multi-agent distributed optimization with coupling constraints
- EXTRA: an exact first-order algorithm for decentralized consensus optimization
- Gradient-free method for nonsmooth distributed optimization
- scientific article; zbMATH DE number 4164577 (Why is no real title available?)
- Model-free composite control of flexible manipulators based on adaptive dynamic programming
- Multi-Agent Distributed Optimization via Inexact Consensus ADMM
- On convergence rate of distributed stochastic gradient algorithm for convex optimization with inequality constraints
- On Distributed Convex Optimization Under Inequality and Equality Constraints
- On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
Cited in
(31)- Dual decomposition for multi-agent distributed optimization with coupling constraints
- Distributed optimization with closed convex set for multi-agent networks over directed graphs
- A continuous-time consensus algorithm using neurodynamic system for distributed time-varying optimization with inequality constraints
- A privacy-masking learning algorithm for online distributed optimization over time-varying unbalanced digraphs
- Distributed decision-coupled constrained optimization via proximal-tracking
- Distributed constrained optimization for multi-agent systems over a directed graph with piecewise stepsize
- A Lie bracket approximation approach to distributed optimization over directed graphs
- An adaptive online learning algorithm for distributed convex optimization with coupled constraints over unbalanced directed graphs
- Distributed nonconvex constrained optimization over time-varying digraphs
- Distributed constraint-coupled optimization via primal decomposition over random time-varying graphs
- Distributed discrete-time convex optimization with nonidentical local constraints over time-varying unbalanced directed graphs
- Penalty-based method for decentralized optimization over time-varying graphs
- Privacy-preserving dual stochastic push-sum algorithm for distributed constrained optimization
- Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
- Distributed acceleration optimization algorithm for solving economic dispatch problem
- Continuous-time algorithm design for distributed constrained optimization over weight-balanced directed networks
- Distributed primal-dual optimisation method with uncoordinated time-varying step-sizes
- Asynchronous optimization over weakly coupled renewal systems
- Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions
- Fully Distributed Algorithms for Convex Optimization Problems
- Distributed Optimization With Coupling Constraints
- Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs
- Augmented Lagrangian tracking for distributed optimization with equality and inequality coupling constraints
- A distributed accelerated optimization algorithm over time‐varying directed graphs with uncoordinated step‐sizes
- Distributed Optimization Over Time-Varying Graphs With Imperfect Sharing of Information
- Time-varying distributed optimization problem with inequality constraints
- A differentially private distributed optimization method for constrained optimization
- Online distributed optimization with strongly pseudoconvex-sum cost functions and coupled inequality constraints
- Distributed online convex optimization with multiple coupled constraints: a double accelerated push-pull algorithm
- Primal-Dual Algorithm for Distributed Optimization with Coupled Constraints
- Distributed continuous-time optimization for convex problems with coupling linear inequality constraints
This page was built for publication: Distributed convex optimization with coupling constraints over time-varying directed graphs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1983757)
