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Distributed Optimization with Coupling Constraints
2023
发表期刊IEEE TRANSACTIONS ON AUTOMATIC CONTROL (IF:6.2[JCR-2023],6.6[5-Year])
ISSN0018-9286
EISSN1558-2523
卷号68期号:3页码:1847-1854
发表状态已发表
DOI10.1109/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
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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
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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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