Asynchronous Multiagent Primal-Dual Optimization

DOI10.1109/TAC.2017.2662019MaRDI QIDQ4566828zbMATH OpenOpenAlexFDO

Authors Matthew Hale, Angelia Nedić, Magnus Egerstedt

Publication date 27 June 2018

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

Full work available at URL https://arxiv.org/abs/1606.01993

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Abstract: We present a framework for asynchronously solving convex optimization problems over networks of agents which are augmented by the presence of a centralized cloud computer. This framework uses a Tikhonov-regularized primal-dual approach in which the agents update the system's primal variables and the cloud updates its dual variables. To minimize coordination requirements placed upon the system, the times of communications and computations among the agents are allowed to be arbitrary, provided they satisfy mild conditions. Communications from the agents to the cloud are likewise carried out without any coordination in their timing. However, we require that the cloud keep the dual variable's value synchronized across the agents, and a counterexample is provided that demonstrates that this level of synchrony is indeed necessary for convergence. Convergence rate estimates are provided in both the primal and dual spaces, and simulation results are presented that demonstrate the operation and convergence of the proposed algorithm.

Cited in

(8)

• Asynchronous distributed voltage control in active distribution networks
• Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks
• Achieving Linear Convergence in Distributed Asynchronous Multiagent Optimization
• A Coordinate Descent Primal-Dual Algorithm and Application to Distributed Asynchronous Optimization
• Stochastic Saddle Point Problems with Decision-Dependent Distributions
• Primal-dual algorithms for multi-agent structured optimization over message-passing architectures with bounded communication delays
• Distributed composite optimization for multi-agent systems with asynchrony
• Asynchronous communication under reliable and unreliable network topologies in distributed multiagent systems: a robust technique for computing average consensus

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