An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems
Optimization and Control
2023-02-23 v1
Abstract
We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the intersection of these private sets. We develop an asynchronous distributed accelerated primal-dual algorithm to solve the considered problem. The proposed scheme is the first asynchronous method with an optimal convergence guarantee for this class of problems, to the best of our knowledge. In particular, we provide an optimal convergence rate of for suboptimality, infeasibility, and consensus violation.
Cite
@article{arxiv.2302.11040,
title = {An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems},
author = {Nazanin Abolfazli and Afrooz Jalilzadeh and Erfan Yazdandoost Hamedani},
journal= {arXiv preprint arXiv:2302.11040},
year = {2023}
}