Enforcing Convergence in Sensitivity-based Distributed Programming via Transformed Primal-Dual Updates

Maximilian Pierer von Esch; Andreas Völz; Knut Graichen

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arXiv · 2509.15938

Enforcing Convergence in Sensitivity-based Distributed Programming via Transformed Primal-Dual Updates

Maximilian Pierer von Esch·Andreas Völz·Knut Graichen

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Abstract

Sensitivity-based distributed programming (SBDP) is a decomposition method for solving large-scale nonlinear programs over graph-structured networks. However, its convergence depends on the strength and structure of subsystem coupling. To address this limitation, we propose SBDP+, a distributed optimization scheme based on a structured primal-dual operator design. The method employs first-order sensitivities and primal decomposition to construct low-dimensional local subproblems that are solved in parallel using neighbor-to-neighbor communication. In contrast to SBDP, SBDP+ introduces a novel primal-dual update that ensures convergence under general coupling structures. Specifically, we establish local linear convergence for non-convex problems under standard regularity conditions. Numerical experiments demonstrate the effectiveness of SBDP+ and highlight improved robustness compared to SBDP and representative distributed optimization methods in applications such as statistical learning.

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Maximilian Pierer von Esch, Andreas Völz, Knut Graichen. 2025-09-19. Enforcing Convergence in Sensitivity-based Distributed Programming via Transformed Primal-Dual Updates. https://arxiv.org/abs/2509.15938

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