资源论文A primal-dual method for conic constrained distributed optimization problems

A primal-dual method for conic constrained distributed optimization problems

2020-02-05 | |  41 |   35 |   0

Abstract 

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agentspecific composite convex functions over agent-specific private conic constraint sets; hence, the optimal consensus decision should lie in the intersection of these private sets. We provide convergence rates in sub-optimality, infeasibility and consensus violation; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithms; and show how to extend these methods to handle time-varying communication networks.

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