Multi-agent constrained optimization of a strongly convex function over time-varying directed networks

Erfan Yazdandoost Hamedani; Necdet Serhat Aybat

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arXiv · 1706.07907

Multi-agent constrained optimization of a strongly convex function over time-varying directed networks

Erfan Yazdandoost Hamedani·Necdet Serhat Aybat

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Abstract

We consider cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific possibly non-smooth composite convex functions over agent-specific private conic constraint sets; hence, the optimal consensus decision should lie in the intersection of these private sets. Assuming the sum function is strongly convex, we provide convergence rates in suboptimality, infeasibility and consensus violation; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithms.

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BibTeX RIS

Erfan Yazdandoost Hamedani, Necdet Serhat Aybat. 2017-06-24. Multi-agent constrained optimization of a strongly convex function over time-varying directed networks. https://arxiv.org/abs/1706.07907

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