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Distributed Optimization With Coupling Constraints
DOI:10.1109/TAC.2022.3169955.png)
摘要
En 中文
In this article, we investigate distributed convex opti-mization with both inequality and equality constraints, where the objective function can be a general nonsmooth convex function and all the constraints can be both sparsely and densely cou-pling. By strategically integrating ideas from primal-dual, proxi-mal, and virtual-queue optimization methods, we develop a novel distributed algorithm, referred to as IPLUX, to address the prob-lem over a connected, undirected graph. We show that IPLUX achieves an O(1/k) rate of convergence in terms of optimality and feasibility, which is stronger than the convergence results of the alternative methods and eliminates the standard assumption on the compactness of the feasible region. Finally, IPLUX exhibits faster convergence and higher efficiency than several state-of-the-art methods in the simulation.
Keyword:
Convergence
Couplings
Optimization
Convex functions
Linear programming
Distributed algorithms
Transforms
Constrained optimization
distributed optimization
primal-dual method
proximal algorithm
期刊
IF:
7
论文数:
1.3W
被引数:
6.7W
机构
引用论文
Dual decomposition for multi-agent distributed optimization with coupling constraints*具有耦合约束的多智能体分布式优化的对偶分解 *
AUTOMATICA
IF5.9

