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A primal-dual method for conic constrained distributed optimization problems
Necdet Serhat Aybat · Erfan Yazdandoost Hamedani

Tue Dec 06 09:00 AM -- 12:30 PM (PST) @ Area 5+6+7+8 #109

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific composite convex functions over agent-specific private conic constraint sets; hence, the optimal consensus decision should lie in the intersection of these private sets. We provide convergence rates in sub-optimality, infeasibility and consensus violation; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithms; and show how to extend these methods to handle time-varying communication networks.

Author Information

Necdet Serhat Aybat (Penn State University)
Erfan Yazdandoost Hamedani (Penn State University)

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