Distributed asynchronous non-smooth optimization with coupled equality and bounded constraints

This paper considers a distributed convex optimization problem with a linearly coupled equality constraint and non-smooth objective function, in which heterogeneous time delays exist over the communication network. Based on the passivity of primal–dual dynamics, a distributed asynchronous algorithm...

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Vydáno v:Neural computing & applications Ročník 36; číslo 6; s. 2853 - 2866
Hlavní autoři: Lin, Wen-Ting, Li, Chaojie
Médium: Journal Article
Jazyk:angličtina
Vydáno: London Springer London 01.02.2024
Springer Nature B.V
Témata:
Algorithms
Artificial Intelligence
Communication
Communications networks
Computational Biology/Bioinformatics
Computational Science and Engineering
Computer Science
Convergence
Convex analysis
Convexity
Data Mining and Knowledge Discovery
Dynamical systems
Image Processing and Computer Vision
Optimization
Original Article
Probability and Statistics in Computer Science
Scattering
Heterogeneous delay
Non-smooth analysis
Distributed optimization
Passivity based method
ISSN:0941-0643, 1433-3058
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Shrnutí:This paper considers a distributed convex optimization problem with a linearly coupled equality constraint and non-smooth objective function, in which heterogeneous time delays exist over the communication network. Based on the passivity of primal–dual dynamics, a distributed asynchronous algorithm that is robust to heterogeneous time delays over the network is proposed. By transforming the output information using the scattering variables and transmitting the scattering variables across the network, convergence to the optimal solution can be guaranteed with a distributed asynchronous method. Moreover, the convergence condition, which is irrelative to the heterogeneous delay parameters, is obtained through Lyapunov analysis. This means the proposed algorithm can achieve convergence to the optimal solution without the heterogeneous delay information.
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ISSN:0941-0643
1433-3058
DOI:10.1007/s00521-023-09205-5