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A Second-Order Primal-Dual Dynamics for Set Constrained Distributed Optimization Problems
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DOI：10.1109/TCSII.2023.3324187.png)
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摘要
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The dynamical system with a second-order + first-order structure has been proven to be effective for solving convex optimization problems with equality constraints. In this brief, this structure is extended to distributed optimization to deal with set-constrained convex optimization problems under strongly connected and weight-balanced directed topology, and a continuous optimization dynamics based on projection operator and primal-dual method is proposed. When proper values of the system parameters are selected, the dynamics converges quickly to the optimal solution of the problem. Finally, two numerical experiments are given to verify the effectiveness of the proposed model.
Keyword:
Distributed optimization
projected dynamics
second-order plus first-order structure
primal-dual method
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4.9
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A Second-Order Projected Primal-Dual Dynamical System for Distributed Optimization and Learning用于分布式优化和学习的二阶投影原始-对偶动力系统
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分享收藏Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity无强凸的分布原-对偶凸优化算法的指数收敛.png)
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