Enforcing Convergence in Sensitivity-based Distributed Programming via Transformed Primal-Dual Updates
Abstract
Sensitivity-based distributed programming (SBDP) is a decomposition method for solving large-scale nonlinear programs over graph-structured networks. However, its convergence depends on the strength and structure of subsystem coupling. To address this limitation, we propose SBDP+, a distributed optimization scheme based on a structured primal-dual operator design. The method employs first-order sensitivities and primal decomposition to construct low-dimensional local subproblems that are solved in parallel using neighbor-to-neighbor communication. In contrast to SBDP, SBDP+ introduces a novel primal-dual update that ensures convergence under general coupling structures. Specifically, we establish local linear convergence for non-convex problems under standard regularity conditions. Numerical experiments demonstrate the effectiveness of SBDP+ and highlight improved robustness compared to SBDP and representative distributed optimization methods in applications such as statistical learning.
Cite
@article{arxiv.2509.15938,
title = {Enforcing Convergence in Sensitivity-based Distributed Programming via Transformed Primal-Dual Updates},
author = {Maximilian Pierer von Esch and Andreas Völz and Knut Graichen},
journal= {arXiv preprint arXiv:2509.15938},
year = {2026}
}