TY - GEN
T1 - Distributed dual subgradient method with double averaging
T2 - 28th IEEE International Symposium on Industrial Electronics, ISIE 2019
AU - Liu, Changxin
AU - Li, Huiping
AU - Shi, Yang
N1 - Publisher Copyright:
© 2019 IEEE.
PY - 2019/6
Y1 - 2019/6
N2 - This work addresses multi-agent optimization problems with decoupled local objective functions and coupled inequality constraints. A distributed dual subgradient method with double averaging that is built on the dual decomposition, the subgradient method with double averaging, and the dynamic average consensus is developed to solve the global problem with only local computation and peer-to-peer communication. It is theoretically proved that, for the primal-dual sequence, both the dual objective error and the quadratic penalty for the coupled constraints have Oleft( {frac{1}{{sqrt t }}} right) upper bounds, and the primal objective error asymptotically vanishes. The proposed algorithm is applied to optimize the Quality of Service (QoS) in wireless networks; numerical results verify the effectiveness of the proposed algorithm.
AB - This work addresses multi-agent optimization problems with decoupled local objective functions and coupled inequality constraints. A distributed dual subgradient method with double averaging that is built on the dual decomposition, the subgradient method with double averaging, and the dynamic average consensus is developed to solve the global problem with only local computation and peer-to-peer communication. It is theoretically proved that, for the primal-dual sequence, both the dual objective error and the quadratic penalty for the coupled constraints have Oleft( {frac{1}{{sqrt t }}} right) upper bounds, and the primal objective error asymptotically vanishes. The proposed algorithm is applied to optimize the Quality of Service (QoS) in wireless networks; numerical results verify the effectiveness of the proposed algorithm.
KW - coupled inequality constraints
KW - Distributed optimization
KW - dual subgradient method
KW - QoS optimization
UR - http://www.scopus.com/inward/record.url?scp=85070604400&partnerID=8YFLogxK
U2 - 10.1109/ISIE.2019.8781469
DO - 10.1109/ISIE.2019.8781469
M3 - 会议稿件
AN - SCOPUS:85070604400
T3 - IEEE International Symposium on Industrial Electronics
SP - 1239
EP - 1244
BT - Proceedings - 2019 IEEE 28th International Symposium on Industrial Electronics, ISIE 2019
PB - Institute of Electrical and Electronics Engineers Inc.
Y2 - 12 June 2019 through 14 June 2019
ER -