Primal-dual algorithm for distributed optimization with local domains on signed networks

We consider the distributed optimization problem on signed networks. Each agent has a local function which depends on a subset of the components of the variable and is subject to a local constraint set. A primal-dual algorithm with fixed step size is proposed. The algorithm ensures that the agents&#...

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Bibliographic Details
Published in:Chinese Control Conference pp. 4930 - 4935
Main Authors: Ren, Xiaoxing, Li, Dewei, Xi, Yugeng, Pan, Lulu, Shao, Haibin
Format: Conference Proceeding
Language:English
Published: Technical Committee on Control Theory, Chinese Association of Automation 01.07.2020
Subjects:
Automation
Control systems
Convex functions
convex optimization
distributed optimization
Indexes
Machine learning algorithms
multi-agent systems
Optimization
primal-dual method
signed network
Silicon
ISSN:1934-1768
Online Access:Get full text
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Summary:We consider the distributed optimization problem on signed networks. Each agent has a local function which depends on a subset of the components of the variable and is subject to a local constraint set. A primal-dual algorithm with fixed step size is proposed. The algorithm ensures that the agents' estimates converge to a subset of the components of an optimal solution or its opposite. Note that each component of the variable is allowed to be associated with more than one agents, our algorithm guarantees that those coupled agents achieve bipartite consensus on estimates for the intersection components. Numerical results are provided to demonstrate the theoretical analysis.
ISSN:1934-1768
DOI:10.23919/CCC50068.2020.9189564