Asynchronous Distributed Optimization via Dual Decomposition and Block Coordinate Ascent

Yankai Lin, Iman Shames, Dragan Nesic

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Citations (Scopus)

Abstract

We study a class of distributed optimization problems of minimizing the sum of potentially non-differentiable convex objective functions (without requiring strong convexity). A novel approach to the analysis of asynchronous distributed optimization is developed. An iterative algorithm based on dual decomposition and block coordinate ascent is implemented in an edge based manner. We extend available results in the literature by allowing multiple and potentially overlapping blocks to be updated at the same time with non-uniform probabilities assigned to different blocks. Sublinear convergence with probability one is proved for the algorithm under the aforementioned weak assumptions. A numerical example is provided to illustrate the effectiveness of the algorithm.

Original languageEnglish
Title of host publication2019 IEEE 58th Conference on Decision and Control, CDC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6380-6385
Number of pages6
ISBN (Electronic)9781728113982
DOIs
Publication statusPublished - Dec 2019
Externally publishedYes
Event58th IEEE Conference on Decision and Control, CDC 2019 - Nice, France
Duration: 11 Dec 201913 Dec 2019

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2019-December
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference58th IEEE Conference on Decision and Control, CDC 2019
Country/TerritoryFrance
CityNice
Period11/12/1913/12/19

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