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Distributed constrained convex optimization and consensus via dual decomposition and proximal minimization

Abstract:

We consider a general class of convex optimization problems over time-varying, multi-agent networks, that naturally arise in many application domains like energy systems and wireless networks. In particular, we focus on programs with separable objective functions, local (possibly different) constraint sets and a coupling inequality constraint expressed as the non-negativity of the sum of convex functions, each corresponding to one agent. We propose a novel distributed algorithm to deal with s...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1109/CDC.2016.7798540

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
Publisher:
Institute of Electrical and Electronics Engineers Publisher's website
Host title:
Proceedings of the 2016 IEEE Conference on Decision & Control
Journal:
Proceedings of the 2016 IEEE Conference on Decision & Control Journal website
Publication date:
2016-12-01
Acceptance date:
2016-09-21
DOI:
ISSN:
0743-1546
Pubs id:
pubs:645768
UUID:
uuid:38687668-ac25-4405-8d96-6a5a51675c18
Local pid:
pubs:645768
Source identifiers:
645768
Deposit date:
2016-09-21

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