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

DOI10.3934/JIMO.2020061MaRDI QIDQ1983757zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

(30)

• Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions
• Distributed online convex optimization with multiple coupled constraints: a double accelerated push-pull algorithm
• Distributed nonconvex constrained optimization over time-varying digraphs
• Distributed acceleration optimization algorithm for solving economic dispatch problem
• 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
• Distributed constrained optimization for multi-agent systems over a directed graph with piecewise stepsize
• A differentially private distributed optimization method for constrained optimization
• 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
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• Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs
• Asynchronous optimization over weakly coupled renewal systems
• Augmented Lagrangian tracking for distributed optimization with equality and inequality coupling constraints
• Distributed primal-dual optimisation method with uncoordinated time-varying step-sizes
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