TY - JOUR
T1 - Distributed Proximal Algorithms for Multiagent Optimization with Coupled Inequality Constraints
AU - Li, Xiuxian
AU - Feng, Gang
AU - Xie, Lihua
PY - 2021/3
Y1 - 2021/3
N2 - This article aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set constraint and coupled inequality constraints whose information is only partially accessible to each agent. For this problem, a distributed proximal-based algorithm, called distributed proximal primal-dual algorithm, is proposed based on the celebrated centralized proximal point algorithm. It is shown that the proposed algorithm can lead to the global optimal solution with a general step size, which is diminishing and nonsummable, but not necessarily square summable, and the saddle-point running evaluation error vanishes proportionally to O(1/√k), where k > 0 is the iteration number. Finally, a simulation example is presented to corroborate the effectiveness of the proposed algorithm.
AB - This article aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set constraint and coupled inequality constraints whose information is only partially accessible to each agent. For this problem, a distributed proximal-based algorithm, called distributed proximal primal-dual algorithm, is proposed based on the celebrated centralized proximal point algorithm. It is shown that the proposed algorithm can lead to the global optimal solution with a general step size, which is diminishing and nonsummable, but not necessarily square summable, and the saddle-point running evaluation error vanishes proportionally to O(1/√k), where k > 0 is the iteration number. Finally, a simulation example is presented to corroborate the effectiveness of the proposed algorithm.
KW - Coupled inequality constraints
KW - distributed optimization
KW - multiagent networks
KW - proximal point algorithm (PPA)
UR - http://www.scopus.com/inward/record.url?scp=85091976058&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85091976058&origin=recordpage
U2 - 10.1109/TAC.2020.2989282
DO - 10.1109/TAC.2020.2989282
M3 - 21_Publication in refereed journal
VL - 66
SP - 1223
EP - 1230
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
SN - 0018-9286
IS - 3
M1 - 9075384
ER -