IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Special Section on Mathematical Systems Science and its Applications
Distributed Proximal Minimization Algorithm for Constrained Convex Optimization over Strongly Connected Networks
Naoki HAYASHIMasaaki NAGAHARA
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2019 Volume E102.A Issue 2 Pages 351-358

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Abstract

This paper proposes a novel distributed proximal minimization algorithm for constrained optimization problems over fixed strongly connected networks. At each iteration, each agent updates its own state by evaluating a proximal operator of its objective function under a constraint set and compensating the unbalancing due to unidirectional communications. We show that the states of all agents asymptotically converge to one of the optimal solutions. Numerical results are shown to confirm the validity of the proposed method.

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© 2019 The Institute of Electronics, Information and Communication Engineers
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