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Distributed primal-dual methods for online constrained optimization

Publication ,  Conference
Lee, S; Zavlanos, MM
Published in: Proceedings of the American Control Conference
July 28, 2016

This paper introduces a decentralized primal-dual method for online distributed optimization involving global constraints. We employ a consensus-based framework and exploit the decomposability of the constraints in dual domain. At each stage, each agent commits to an adaptive decision pertaining only to the past and locally available information, and incurs a new cost function reflecting the change in the environment. We show that the algorithm achieves a regret of order O(√T) at any node with the time horizon T, in scenarios when the underlying communication topology is time-varying and jointly-connected.

Duke Scholars

Published In

Proceedings of the American Control Conference

DOI

ISSN

0743-1619

ISBN

9781467386821

Publication Date

July 28, 2016

Volume

2016-July

Start / End Page

7171 / 7176
 

Citation

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ICMJE
MLA
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Lee, S., & Zavlanos, M. M. (2016). Distributed primal-dual methods for online constrained optimization. In Proceedings of the American Control Conference (Vol. 2016-July, pp. 7171–7176). https://doi.org/10.1109/ACC.2016.7526804
Lee, S., and M. M. Zavlanos. “Distributed primal-dual methods for online constrained optimization.” In Proceedings of the American Control Conference, 2016-July:7171–76, 2016. https://doi.org/10.1109/ACC.2016.7526804.
Lee S, Zavlanos MM. Distributed primal-dual methods for online constrained optimization. In: Proceedings of the American Control Conference. 2016. p. 7171–6.
Lee, S., and M. M. Zavlanos. “Distributed primal-dual methods for online constrained optimization.” Proceedings of the American Control Conference, vol. 2016-July, 2016, pp. 7171–76. Scopus, doi:10.1109/ACC.2016.7526804.
Lee S, Zavlanos MM. Distributed primal-dual methods for online constrained optimization. Proceedings of the American Control Conference. 2016. p. 7171–7176.

Published In

Proceedings of the American Control Conference

DOI

ISSN

0743-1619

ISBN

9781467386821

Publication Date

July 28, 2016

Volume

2016-July

Start / End Page

7171 / 7176