Optimal scaling of a gradient method for distributed resource allocation

DOI10.1007/S10957-006-9080-1zbMATH Open1330.90136OpenAlexW2114085163MaRDI QIDQ868539FDOQ868539

Authors: Lin Xiao, Stephen Boyd 

Publication date: 6 March 2007

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20110714-135402006

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Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Methods of reduced gradient type (90C52)

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Cited In (55)

• An exponentially convergent distributed algorithm for resource allocation problem
• Distributed algorithm for a finite time horizon resource allocation over a directed network
• Distributed dual averaging algorithm for multi-agent optimization with coupled constraints.
• Bilateral exchange and competitive equilibrium
• Primal recovery from consensus-based dual decomposition for distributed convex optimization
• Distributed resource allocation over random networks based on stochastic approximation
• Blocks of coordinates, stochastic programming, and markets
• An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
• An improved distributed gradient-push algorithm for bandwidth resource allocation over wireless local area network
• A centre-free approach for resource allocation with lower bounds
• Distributed constrained optimization for multi-agent networks with nonsmooth objective functions
• Convergence of the augmented decomposition algorithm
• A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
• Distributed sub-optimal resource allocation via a projected form of singular perturbation
• Input–Output Performance of Linear–Quadratic Saddle-Point Algorithms With Application to Distributed Resource Allocation Problems
• Dual subgradient method with averaging for optimal resource allocation
• Numerical methods for the resource allocation problem in a computer network
• A Unified Framework for Continuous-Time Unconstrained Distributed Optimization
• Decentralized Resource Allocation in Dynamic Networks of Agents
• A solution strategy for distributed uncertain economic dispatch problems via scenario theory
• An extended projected residual algorithm for solving smooth convex optimization problems
• Distributed strategy for constrained resource allocation problems of autonomous second-order nonlinear agents and its application to smart grids
• Distributed approximate Newton algorithms and weight design for constrained optimization
• Iteration complexity analysis of dual first-order methods for conic convex programming
• A continuous-time neurodynamic approach and its discretization for distributed convex optimization over multi-agent systems
• Distributed optimisation for resource allocation with event-triggered communication over general directed topology
• A nonpenalty neurodynamic model for complex-variable optimization
• Cluster-based distributed augmented Lagrangian algorithm for a class of constrained convex optimization problems
• A privacy-preserving method to optimize distributed resource allocation
• Distributed resource allocation of second‐order nonlinear multiagent systems
• Distributed discrete-time optimization algorithms with applications to resource allocation in epidemics control
• Distributed algorithm design for constrained resource allocation problems with high-order multi-agent systems
• Distributed optimization in predefined-time for multi-agent systems over a directed network
• Distributed optimal in-network resource allocation algorithm design via a control theoretic approach
• Initialization-free distributed coordination for economic dispatch under varying loads and generator commitment
• Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
• Faster convergence of a randomized coordinate descent method for linearly constrained optimization problems
• A dual approach for optimal algorithms in distributed optimization over networks
• Distributed algorithm for resource allocation problems under persistent attacks
• Composite optimization for the resource allocation problem
• Distributed algorithm design for optimal resource allocation problems via incremental passivity theory
• Distributed resource allocation on dynamic networks in quadratic time
• A one-layer recurrent neural network for nonsmooth pseudoconvex optimization with quasiconvex inequality and affine equality constraints
• Distributed safe resource allocation using barrier functions
• Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation
• A Fenchel dual gradient method enabling regularization for nonsmooth distributed optimization over time-varying networks
• Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach
• A genetic algorithm with a self-reproduction operator to solve systems of nonlinear equations
• Distributed stochastic mirror descent algorithm for resource allocation problem
• Random block coordinate descent methods for linearly constrained optimization over networks
• Distributed optimization with hybrid linear constraints for multi‐agent networks
• An almost cyclic 2-coordinate descent method for singly linearly constrained problems
• Resource allocation in communication networks with large number of users: the dual stochastic gradient method
• Distributed delay-tolerant strategies for equality-constraint sum-preserving resource allocation
• An Optimal Algorithm for Decentralized Finite-Sum Optimization

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