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...

詳細記述

書誌詳細
主要な著者: Romao, L, Margellos, K, Notarstefano, G, Papachristodoulou, A
フォーマット: Conference item
言語:English
出版事項: Institute of Electrical and Electronics Engineers 2020

類似資料