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: | , , , |
|---|---|
| 格式: | Conference item |
| 語言: | English |
| 出版: |
Institute of Electrical and Electronics Engineers
2020
|