TY - GEN
T1 - Distributed primal-dual method for multi-agent sharing problem with conic constraints
AU - Aybat, Necdet Serhat
AU - Hamedani, Erfan Yazdandoost
N1 - Publisher Copyright:
© 2016 IEEE.
PY - 2017/3/1
Y1 - 2017/3/1
N2 - We consider cooperative multi-agent resource sharing 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 subject to a conic constraint that couples agents' decisions. A distributed primal-dual algorithm is proposed to solve the saddle point formulation, which requires to compute a consensus dual price for the coupling constraint. We provide convergence rates in sub-optimality, infeasibility and consensus violation for agents' dual price assessments; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm; and compare our method with Prox-JADMM algorithm on the basis pursuit problem.
AB - We consider cooperative multi-agent resource sharing 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 subject to a conic constraint that couples agents' decisions. A distributed primal-dual algorithm is proposed to solve the saddle point formulation, which requires to compute a consensus dual price for the coupling constraint. We provide convergence rates in sub-optimality, infeasibility and consensus violation for agents' dual price assessments; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm; and compare our method with Prox-JADMM algorithm on the basis pursuit problem.
UR - http://www.scopus.com/inward/record.url?scp=85016298935&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85016298935&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2016.7869152
DO - 10.1109/ACSSC.2016.7869152
M3 - Conference contribution
AN - SCOPUS:85016298935
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 777
EP - 782
BT - Conference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
A2 - Matthews, Michael B.
PB - IEEE Computer Society
T2 - 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
Y2 - 6 November 2016 through 9 November 2016
ER -