On distributed optimization under inequality constraints via Lagrangian primal-dual methods

Minghui Zhu, Sonia Martínez

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

11 Citations (Scopus)

Abstract

We consider a multi-agent convex optimization problem where agents are to minimize a sum of local objective functions subject to a global inequality constraint and a global constraint set. To deal with this, we devise a distributed primal-dual subgradient algorithm which is based on the characterization of the primal-dual optimal solutions as the saddle points of the Lagrangian function. This algorithm allows the agents to exchange information over networks with time-varying topologies and asymptotically agree on a pair of primal-dual optimal solutions and the optimal value.

Original languageEnglish (US)
Title of host publicationProceedings of the 2010 American Control Conference, ACC 2010
Pages4863-4868
Number of pages6
StatePublished - Oct 15 2010
Event2010 American Control Conference, ACC 2010 - Baltimore, MD, United States
Duration: Jun 30 2010Jul 2 2010

Publication series

NameProceedings of the 2010 American Control Conference, ACC 2010

Other

Other2010 American Control Conference, ACC 2010
CountryUnited States
CityBaltimore, MD
Period6/30/107/2/10

Fingerprint

Convex optimization
Topology

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

Cite this

Zhu, M., & Martínez, S. (2010). On distributed optimization under inequality constraints via Lagrangian primal-dual methods. In Proceedings of the 2010 American Control Conference, ACC 2010 (pp. 4863-4868). [5530903] (Proceedings of the 2010 American Control Conference, ACC 2010).
Zhu, Minghui ; Martínez, Sonia. / On distributed optimization under inequality constraints via Lagrangian primal-dual methods. Proceedings of the 2010 American Control Conference, ACC 2010. 2010. pp. 4863-4868 (Proceedings of the 2010 American Control Conference, ACC 2010).
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Zhu, M & Martínez, S 2010, On distributed optimization under inequality constraints via Lagrangian primal-dual methods. in Proceedings of the 2010 American Control Conference, ACC 2010., 5530903, Proceedings of the 2010 American Control Conference, ACC 2010, pp. 4863-4868, 2010 American Control Conference, ACC 2010, Baltimore, MD, United States, 6/30/10.

On distributed optimization under inequality constraints via Lagrangian primal-dual methods. / Zhu, Minghui; Martínez, Sonia.

Proceedings of the 2010 American Control Conference, ACC 2010. 2010. p. 4863-4868 5530903 (Proceedings of the 2010 American Control Conference, ACC 2010).

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

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Zhu M, Martínez S. On distributed optimization under inequality constraints via Lagrangian primal-dual methods. In Proceedings of the 2010 American Control Conference, ACC 2010. 2010. p. 4863-4868. 5530903. (Proceedings of the 2010 American Control Conference, ACC 2010).