Convergence rate analysis of a subgradient averaging algorithm for distributed optimisation with different constraint sets
We consider a multi-agent setting with agents exchanging information over a network to solve a convex constrained optimisation problem in a distributed manner. We analyse a new algorithm based on local subgradient exchange under undirected time-varying communication. First, we prove asymptotic conve...
| Main Authors: | , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers
2020
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