A distributed ADMM-like method for resource sharing over time-varying networks

Necdet Serhat Aybat, Erfan Yazdandoost Hamedani

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

We consider cooperative multiagent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject to a conic constraint that couples agents' decisions. We propose a distributed primal-dual algorithm, DPDA-D, to solve the saddle-point formulation of the sharing problem on time-varying (un)directed communication networks; and we show that the primal-dual iterate sequence converges to a point defined by a primal optimal solution and a consensual dual price for the coupling constraint. Furthermore, we provide convergence rates for suboptimality, infeasibility, and consensus violation of agents' dual price assessments; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithm; and compare DPDA-D with centralized methods on the basis pursuit denoising and multichannel power allocation problems.

Original languageEnglish (US)
Pages (from-to)3036-3068
Number of pages33
JournalSIAM Journal on Optimization
Volume29
Issue number4
DOIs
StatePublished - Dec 12 2019

All Science Journal Classification (ASJC) codes

  • Software
  • Theoretical Computer Science

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