Processing math: 0%
Distributed Mirror Descent Algorithm With Bregman Damping for Nonsmooth Constrained Optimization | IEEE Journals & Magazine | IEEE Xplore

Distributed Mirror Descent Algorithm With Bregman Damping for Nonsmooth Constrained Optimization


Abstract:

To efficiently solve the nonsmooth distributed optimization with both local constraints and coupled constraints, we propose a distributed continuous-time algorithm based ...Show More

Abstract:

To efficiently solve the nonsmooth distributed optimization with both local constraints and coupled constraints, we propose a distributed continuous-time algorithm based on the mirror descent (MD) method. In this article, we introduce the Bregman damping into distributed MD-based dynamics, which not only successfully applies the MD idea to the distributed primal-dual framework, but also ensures the boundedness of all variables and the convergence of the entire dynamics. Our approach generalizes the classic distributed projection-based dynamics, and establishes a connection between MD methods and distributed Euclidean-projected approaches. Also, we prove the convergence of the proposed distributed dynamics with an \mathcal {O}(1/t) rate. For practical implementation, we further give a discrete-time algorithm based on the proposed dynamics with an \mathcal {O}(1/\sqrt{k}) convergence rate.
Published in: IEEE Transactions on Automatic Control ( Volume: 68, Issue: 11, November 2023)
Page(s): 6921 - 6928
Date of Publication: 14 February 2023

ISSN Information:

Funding Agency:


Contact IEEE to Subscribe

References

References is not available for this document.