TY - GEN
T1 - Multi-agent constrained optimization of a strongly convex function
AU - Hamedani, Erfan Yazdandoost
AU - Aybat, Necdet Serhat
N1 - Funding Information:
∗Research of N. S. Aybat was partially supported by NSF grants CMMI-1400217 and CMMI-1635106, and ARO grant W911NF-17-1-0298.
Funding Information:
Research of N. S. Aybat was partially supported by NSF grants CMMI-1400217 and CMMI-1635106, and ARO grant W911NF-17-1-0298.
Publisher Copyright:
© 2017 IEEE.
PY - 2018/3/7
Y1 - 2018/3/7
N2 - We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only local communications are allowed. The objective is to minimize the sum of agent-specific convex functions over agent-specific private conic constraint sets. We provide convergence rates in sub-optimality, infeasibility and consensus violation when the sum function is strongly convex; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm.
AB - We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only local communications are allowed. The objective is to minimize the sum of agent-specific convex functions over agent-specific private conic constraint sets. We provide convergence rates in sub-optimality, infeasibility and consensus violation when the sum function is strongly convex; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm.
UR - http://www.scopus.com/inward/record.url?scp=85048031615&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85048031615&partnerID=8YFLogxK
U2 - 10.1109/GlobalSIP.2017.8309021
DO - 10.1109/GlobalSIP.2017.8309021
M3 - Conference contribution
AN - SCOPUS:85048031615
T3 - 2017 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2017 - Proceedings
SP - 558
EP - 562
BT - 2017 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2017 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 5th IEEE Global Conference on Signal and Information Processing, GlobalSIP 2017
Y2 - 14 November 2017 through 16 November 2017
ER -