A primal-dual method for conic constrained distributed optimization problems

Part of Advances in Neural Information Processing Systems 29 (NIPS 2016)

Bibtex »Metadata »Paper »Reviews »Supplemental »

Authors

Necdet Serhat Aybat, Erfan Yazdandoost Hamedani

Abstract

<p>We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific composite convex functions over agent-specific private conic constraint sets; hence, the optimal consensus decision should lie in the intersection of these private sets. We provide convergence rates in sub-optimality, infeasibility and consensus violation; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithms; and show how to extend these methods to handle time-varying communication networks.</p>