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A Primal-Dual Forward-Backward Splitting Algorithm for Distributed Convex Optimization | IEEE Journals & Magazine | IEEE Xplore

A Primal-Dual Forward-Backward Splitting Algorithm for Distributed Convex Optimization


Abstract:

Motivated by modern large-scale information processing problems in engineering, this paper concentrates on studying distributed constrained convex optimization problems o...Show More

Abstract:

Motivated by modern large-scale information processing problems in engineering, this paper concentrates on studying distributed constrained convex optimization problems over a connected undirected network. The problem involves a sum of a differentiable convex function with Lipschitz continuous gradient and two non-smooth convex functions with a linear operator. To solve such a problem, we propose a novel distributed primal-dual forward-backward splitting algorithm, called D-PDFBS. Each agent locally computes the Lipschitz continuous gradient and two proximal operators, and exchanges information with its neighbors. D-PDFBS adopts non-identical stepsizes, and we reveal the relationship between selection of stepsizes and parameters of objective functions. The simulation results verify the feasibility of D-PDFBS and the correctness of theoretical findings.
Page(s): 278 - 284
Date of Publication: 09 August 2021
Electronic ISSN: 2471-285X

Funding Agency:


References

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