Subgradient averaging for multi-agent optimization with different constraint sets
We consider a multi-agent setting with agents exchanging information over a possibly time-varying network, aiming at minimising a separable objective function subject to constraints. To achieve this objective we propose a novel subgradient averaging algorithm that allows for non-differentiable objec...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2021
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