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arXiv · 2210.14415

Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints

Yi Huang·Xianlin Zeng·Ziyang Meng·Jian Sun
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Abstract

This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some existing distributed algorithms with the diminishing step-sizes, our algorithm uses the constant step-sizes, and is shown to achieve an exact convergence to an optimal solution with an $O(1/k)$ convergence rate for general convex objective functions, where $k>0$ is the iteration number. Moreover, by applying event-triggered communication mechanism, the proposed algorithm can effectively reduce the communication cost without sacrificing the convergence rate. Finally, a numerical example is presented to verify the effectiveness of the proposed algorithm.

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Yi Huang, Xianlin Zeng, Ziyang Meng, Jian Sun. 2022-10-26. Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints. https://arxiv.org/abs/2210.14415

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