A distributed ADMM-like method for resource sharing over time-varying networks
Abstract
We consider cooperative multi-agent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject to a conic constraint that couples agents' decisions. We propose a distributed primal-dual algorithm DPDA-D to solve the saddle point formulation of the sharing problem on time-varying (un)directed communication networks; and we show that primal-dual iterate sequence converges to a point defined by a primal optimal solution and a consensual dual price for the coupling constraint. Furthermore, we provide convergence rates for suboptimality, infeasibility and consensus violation of agents' dual price assessments; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm; and compare DPDA-D with a centralized method on the basis pursuit denoising and multi-channel power allocation problems.
Cite
@article{arxiv.1611.07393,
title = {A distributed ADMM-like method for resource sharing over time-varying networks},
author = {Necdet Serhat Aybat and Erfan Yazdandoost Hamedani},
journal= {arXiv preprint arXiv:1611.07393},
year = {2019}
}