Distributed convex optimization with coupling constraints over time-varying directed graphs

DOI10.3934/JIMO.2020061zbMATH Open1476.90342arXiv1805.07916OpenAlexW3012816074MaRDI QIDQ1983757FDOQ1983757

Authors: Bingru Zhang, Chuanye Gu, Jueyou Li 

Publication date: 10 September 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1805.07916

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zbMATH Keywords

dual decompositiondirected graphmulti-agent networkdistributed optimizationpush-sum protocol

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Programming involving graphs or networks (90C35)

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Cited In (30)

• Distributed online convex optimization with multiple coupled constraints: a double accelerated push-pull algorithm
• Distributed acceleration optimization algorithm for solving economic dispatch problem
• 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
• A differentially private distributed optimization method for constrained optimization
• Distributed constrained optimization for multi-agent systems over a directed graph with piecewise stepsize
• Online distributed optimization with strongly pseudoconvex-sum cost functions and coupled inequality constraints
• Time-varying distributed optimization problem with inequality constraints
• A distributed accelerated optimization algorithm over time‐varying directed graphs with uncoordinated step‐sizes
• Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs
• Distributed Optimization Over Time-Varying Graphs With Imperfect Sharing of Information
• Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
• Augmented Lagrangian tracking for distributed optimization with equality and inequality coupling constraints
• Asynchronous optimization over weakly coupled renewal systems
• Distributed primal-dual optimisation method with uncoordinated time-varying step-sizes
• A continuous-time consensus algorithm using neurodynamic system for distributed time-varying optimization with inequality constraints
• Privacy-preserving dual stochastic push-sum algorithm for distributed constrained optimization
• A privacy-masking learning algorithm for online distributed optimization over time-varying unbalanced digraphs
• Distributed decision-coupled constrained optimization via proximal-tracking
• Penalty-based method for decentralized optimization over time-varying graphs
• Dual decomposition for multi-agent distributed optimization with coupling constraints
• Continuous-time algorithm design for distributed constrained optimization over weight-balanced directed networks
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• Primal-Dual Algorithm for Distributed Optimization with Coupled Constraints
• A Lie bracket approximation approach to distributed optimization over directed graphs
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• Distributed continuous-time optimization for convex problems with coupling linear inequality constraints
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• Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions

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