A Distributed Dual Proximal Minimization Algorithm for Constraint-Coupled Optimization Problems.

IEEE Control Systems Letters(2021)

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摘要
We address constraint-coupled optimization for a system composed of multiple cooperative agents communicating over a time-varying network. We propose a distributed proximal minimization algorithm that is guaranteed to converge to an optimal solution of the optimization problem, under suitable convexity and connectivity assumptions. The performance of the introduced algorithm is shown on a numerica...
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关键词
Couplings,Convergence,Cost function,Minimization,Communication networks,Distributed algorithms
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