Distributed robust optimization with coupled constraints via Tseng's splitting method

DOI10.1016/J.AUTOMATICA.2023.111177MaRDI QIDQ6136117zbMATH OpenFDO

Authors Wen Deng, Shu Liang, Yiguang Hong

Publication date 28 August 2023

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2023.111177

zbMATH Keywords

coupled constraintsdistributed optimizationmonotone operator theoryrobust optimization

Mathematics Subject Classification ID

Robustness in mathematical programming (90C17) Convex programming (90C25) Multi-agent systems (93A16)

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Cites work

• A Bregman Splitting Scheme for Distributed Optimization Over Networks
• A Modified Forward-Backward Splitting Method for Maximal Monotone Mappings
• An operator splitting approach for distributed generalized Nash equilibria computation
• Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
• Constraint-Coupled Distributed Optimization: A Relaxation and Duality Approach
• Convex analysis and monotone operator theory in Hilbert spaces
• Distributed algorithm for \(\varepsilon \)-generalized Nash equilibria with uncertain coupled constraints
• Distributed algorithm for robust resource allocation with polyhedral uncertain allocation parameters
• Distributed Algorithms for Robust Convex Optimization via the Scenario Approach
• Distributed Constrained Optimization by Consensus-Based Primal-Dual Perturbation Method
• Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints
• Distributed robust optimization (DRO). I: Framework and example
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• scientific article; zbMATH DE number 3534286 (Why is no real title available?)
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• Nonlinear optimization.
• Robust optimization
• Robust solutions of uncertain linear programs
• Some recent advances in projection-type methods for variational inequalities
• Theory and applications of robust optimization

Cited in

(2)

• Risk-averse stochastic programming and distributionally robust optimization via operator splitting
• Distributed robust optimization (DRO). I: Framework and example

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