Distributed Proximal Point Algorithm for Constrained Optimization over Unbalanced Graphs
Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with host publication) › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Title of host publication | 2019 IEEE 15th International Conference on Control and Automation, ICCA 2019 |
| Publisher | IEEE Computer Society |
| Pages | 824-829 |
| ISBN (Electronic) | 9781728111643 |
| ISBN (Print) | 9781728111650 |
| Publication status | Published - Jul 2019 |
Publication series
| Name | IEEE International Conference on Control and Automation, ICCA |
|---|---|
| ISSN (Print) | 1948-3449 |
| ISSN (Electronic) | 1948-3457 |
Conference
| Title | 15th IEEE International Conference on Control and Automation, ICCA 2019 |
|---|---|
| Place | United Kingdom |
| City | Edinburgh |
| Period | 16 - 19 July 2019 |
Link(s)
Abstract
This paper studies the convergence rate for distributed constrained optimization problems over unbalanced time-varying graphs, where the objective function is composed of an aggregate sum of local objective functions which are known to individual agents. In order to deal with the problem, a distributed proximal point algorithm (DPPA) is revisited, which does not necessitate the computation of subgradients, and the convergence is rigorously analyzed under mild assumptions with a class of general stepsizes, i.e., positive, decaying and non-summable. Besides, it is proved that the algorithm converges at the rate of O (1/√ k) in the ergodic sense with respect to the weight-averaged state of all agents, where k > 0 is the iteration number. Moreover, the efficacy of the proposed algorithm is validated by a numerical example. © 2019 IEEE.
Citation Format(s)
Distributed Proximal Point Algorithm for Constrained Optimization over Unbalanced Graphs. / Li, Xiuxian; Feng, Gang; Xie, Lihua.
2019 IEEE 15th International Conference on Control and Automation, ICCA 2019. IEEE Computer Society, 2019. p. 824-829 8899938 (IEEE International Conference on Control and Automation, ICCA).
2019 IEEE 15th International Conference on Control and Automation, ICCA 2019. IEEE Computer Society, 2019. p. 824-829 8899938 (IEEE International Conference on Control and Automation, ICCA).
Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with host publication) › peer-review
