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ShanghaiTech University Knowledge Management System
Distributed Optimization with Coupling Constraints | |
2023 | |
发表期刊 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL (IF:6.2[JCR-2023],6.6[5-Year]) |
ISSN | 0018-9286 |
EISSN | 1558-2523 |
卷号 | 68期号:3页码:1847-1854 |
发表状态 | 已发表 |
DOI | 10.1109/TAC.2022.3169955 |
摘要 | In this paper, we investigate distributed convex optimization with both inequality and equality constraints, where the objective function can be a general nonsmooth convex function and all the constraints can be both sparsely and densely coupling. By strategically integrating ideas from primal-dual, proximal, and virtual-queue optimization methods, we develop a novel distributed algorithm, referred to as IPLUX, to address the problem over a connected, undirected graph. We show that IPLUX achieves an $O(1/k)$ rate of convergence in terms of optimality and feasibility, which is stronger than the convergence results of the alternative methods and eliminates the standard assumption on the compactness of the feasible region. Finally, IPLUX exhibits faster convergence and higher efficiency than several state-of-the-art methods in the simulation. IEEE |
关键词 | Convex optimization Linear programming Mathematical transformations Undirected graphs Virtual addresses Convergence Convex functions Convex optimisation Coupling constraints Distributed optimization Inequality constraint Linear-programming Optimisations Primal-dual methods Proximal algorithm |
URL | 查看原文 |
收录类别 | EI ; SCOPUS ; SCI |
语种 | 英语 |
资助项目 | National Natural Science Foundation of China[61603254] |
WOS研究方向 | Automation & Control Systems ; Engineering |
WOS类目 | Automation & Control Systems ; Engineering, Electrical & Electronic |
WOS记录号 | WOS:000966034800001 |
出版者 | Institute of Electrical and Electronics Engineers Inc. |
EI入藏号 | 20221912091482 |
EI主题词 | Constrained optimization |
EI分类号 | 722.1 Data Storage, Equipment and Techniques ; 921.3 Mathematical Transformations ; 921.4 Combinatorial Mathematics, Includes Graph Theory, Set Theory ; 961 Systems Science |
原始文献类型 | Article in Press |
来源库 | IEEE |
引用统计 | 正在获取...
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文献类型 | 期刊论文 |
条目标识符 | https://kms.shanghaitech.edu.cn/handle/2MSLDSTB/180955 |
专题 | 信息科学与技术学院_硕士生 信息科学与技术学院_PI研究组_陆疌组 |
通讯作者 | Lu, Jie |
作者单位 | 1.KTH Royal Inst Technol, Div Decis & Control Syst, SE-10044 Stockholm, Sweden 2.ShanghaiTech Univ, Sch Informat Sci & Technol, Shanghai 201210, Peoples R China |
通讯作者单位 | 信息科学与技术学院 |
推荐引用方式 GB/T 7714 | Wu, Xuyang,Wang, He,Lu, Jie. Distributed Optimization with Coupling Constraints[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2023,68(3):1847-1854. |
APA | Wu, Xuyang,Wang, He,&Lu, Jie.(2023).Distributed Optimization with Coupling Constraints.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,68(3),1847-1854. |
MLA | Wu, Xuyang,et al."Distributed Optimization with Coupling Constraints".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 68.3(2023):1847-1854. |
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