English

Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints

Optimization and Control 2022-10-27 v1

Abstract

This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some existing distributed algorithms with the diminishing step-sizes, our algorithm uses the constant step-sizes, and is shown to achieve an exact convergence to an optimal solution with an O(1/k)O(1/k) convergence rate for general convex objective functions, where k>0k>0 is the iteration number. Moreover, by applying event-triggered communication mechanism, the proposed algorithm can effectively reduce the communication cost without sacrificing the convergence rate. Finally, a numerical example is presented to verify the effectiveness of the proposed algorithm.

Keywords

Cite

@article{arxiv.2210.14415,
  title  = {Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints},
  author = {Yi Huang and Xianlin Zeng and Ziyang Meng and Jian Sun},
  journal= {arXiv preprint arXiv:2210.14415},
  year   = {2022}
}