kth.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
A Fenchel dual gradient method enabling regularization for nonsmooth distributed optimization over time-varying networks
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0001-7409-9611
Department of Electrical Engineering, National Sun Yat-sen University, Kaohsiung, Taiwan.
School of Information Science and Technology, ShanghaiTech University, China and Shanghai Engineering Research Center of Energy Efficient and Custom AI IC, Shanghai, People's Republic of China.
2023 (English)In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 38, no 4, p. 813-836Article in journal (Refereed) Published
Abstract [en]

In this paper, we develop a regularized Fenchel dual gradient method (RFDGM), which allows nodes in a time-varying undirected network to find a common decision, in a fully distributed fashion, for minimizing the sum of their local objective functions subject to their local constraints. Different from most existing distributed optimization algorithms that also cope with time-varying networks, RFDGM is able to handle problems with general convex objective functions and distinct local constraints, and still has non-asymptotic convergence results. Specifically, under a standard network connectivity condition, we show that RFDGM is guaranteed to reach ϵ-accuracy in both optimality and feasibility within (Formula presented.) iterations. Such iteration complexity can be improved to (Formula presented.) if the local objective functions are strongly convex but not necessarily differentiable. Finally, simulation results demonstrate the competence of RFDGM in practice.

Place, publisher, year, edition, pages
Informa UK Limited , 2023. Vol. 38, no 4, p. 813-836
Keywords [en]
decentralized optimization, Distributed optimization, dual optimization method
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-338476DOI: 10.1080/10556788.2023.2189713ISI: 000959495300001Scopus ID: 2-s2.0-85152010605OAI: oai:DiVA.org:kth-338476DiVA, id: diva2:1812228
Note

QC 20231115

Available from: 2023-11-15 Created: 2023-11-15 Last updated: 2023-11-15Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records

Wu, Xuyang

Search in DiVA

By author/editor
Wu, Xuyang
By organisation
Decision and Control Systems (Automatic Control)
In the same journal
Optimization Methods and Software
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 40 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf