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...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Romao, L, Margellos, K, Notarstefano, G, Papachristodoulou, A
বিন্যাস: Conference item
ভাষা:English
প্রকাশিত: Institute of Electrical and Electronics Engineers 2020

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