Distributed primal-dual method for multi-agent sharing problem with conic constraints

Necdet Serhat Aybat, Erfan Yazdandoost Hamedani

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publicationConference Record of the 50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages777-782
Number of pages6
ISBN (Electronic)9781538639542
DOIs
StatePublished - Mar 1 2017
Event50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016 - Pacific Grove, United States
Duration: Nov 6 2016Nov 9 2016

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

Other50th Asilomar Conference on Signals, Systems and Computers, ACSSC 2016
CountryUnited States
CityPacific Grove
Period11/6/1611/9/16

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Networks and Communications

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