Convergence Analysis of Dual Decomposition Algorithm in Distributed Optimization: Asynchrony and Inexactness

Dual decomposition is widely utilized in the distributed optimization of multiagent systems. In practice, the dual decomposition algorithm is desired to admit an asynchronous implementation due to imperfect communication, such as time delay and packet drop. In addition, computational errors also exi...

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Bibliographic Details
Published in:IEEE transactions on automatic control Vol. 68; no. 8; pp. 4767 - 4782
Main Authors: Su, Yifan, Wang, Zhaojian, Cao, Ming, Jia, Mengshuo, Liu, Feng
Format: Journal Article
Language:English
Published: New York IEEE 01.08.2023
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Algorithms
Asynchronous algorithm
Convergence
Decomposition
distributed optimization
dual decomposition
Heuristic algorithms
inexact algorithm
Linear programming
Multi-agent systems
multiagent system (MAS)
Multiagent systems
Newton method
Optimization
Power systems
Reagents
ISSN:0018-9286, 1558-2523
Online Access:Get full text
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Summary:Dual decomposition is widely utilized in the distributed optimization of multiagent systems. In practice, the dual decomposition algorithm is desired to admit an asynchronous implementation due to imperfect communication, such as time delay and packet drop. In addition, computational errors also exist when the individual agents solve their own subproblems. In this article, we analyze the convergence of the dual decomposition algorithm in the distributed optimization when both the communication asynchrony and the subproblem solution inexactness exist. We find that the interaction between asynchrony and inexactness slows down the convergence rate from <inline-formula><tex-math notation="LaTeX">\mathcal {O} (1 / k)</tex-math></inline-formula> to <inline-formula><tex-math notation="LaTeX">\mathcal {O} (1 / \sqrt{k})</tex-math></inline-formula>. Specifically, with a constant step size, the value of the objective function converges to a neighborhood of the optimal value, and the solution converges to a neighborhood of the optimal solution. Moreover, the violation of the constraints diminishes in <inline-formula><tex-math notation="LaTeX">\mathcal {O} (1 / \sqrt{k})</tex-math></inline-formula>. Our result generalizes and unifies the existing ones that only consider either asynchrony or inexactness. Finally, numerical simulations validate the theoretical results.
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ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2022.3213608