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Multi-agent constrained optimization of a strongly convex function | IEEE Conference Publication | IEEE Xplore

Multi-agent constrained optimization of a strongly convex function


Abstract:

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only local communications are allowed. The objective is to...Show More

Abstract:

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only local communications are allowed. The objective is to minimize the sum of agent-specific convex functions over agent-specific private conic constraint sets. We provide convergence rates in sub-optimality, infeasibility and consensus violation when the sum function is strongly convex; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm.
Date of Conference: 14-16 November 2017
Date Added to IEEE Xplore: 08 March 2018
ISBN Information:
Conference Location: Montreal, QC, Canada

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