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Distributed momentum based multi-agent optimization with different constraint sets

Abstract:

This paper considers a class of consensus optimization problems over a time-varying communication network wherein each agent can only interact with its neighbours. The target is to minimize the summation of all local and possibly non-smooth objectives in the presence of different constraint sets per agent. To achieve this goal, we propose a novel distributed heavy-ball algorithm that combines the subgradient tracking technique with a momentum term related to history information. This algor...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1109/TAC.2024.3445575

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0001-8865-8568
Publisher:
IEEE
Journal:
IEEE Transactions on Automatic Control More from this journal
Publication date:
2024-08-19
Acceptance date:
2024-08-12
DOI:
EISSN:
1558-2523
ISSN:
0018-9286
Language:
English
Keywords:
Pubs id:
2021337
Local pid:
pubs:2021337
Deposit date:
2024-08-12

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