Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker:	黄艺副研究员，北京理工大学
Inviter:
Title:	Distributed Event-Triggered Algorithm for Convex Optimization with Coupled Constraints
Time & Venue:	2022.11.08 20:00-20:30 腾讯会议：470-224-494
Abstract:	This talk concerns the nonsmooth distributed optimization problem via multi-agent network with the coupled equality and inequality constraints. The considered global optimization problem is to minimize a sum of local cost functions consisting of a Lipschitz differentable convex function and one nonsmooth convex function. By applying primal-dual method and proximal operation, we give two discrete-time distributed algorithms to solve the nonsmooth resource allocation problem and optimal consensus problem, respectively. Different from some previous results with decreasing step-sizes, the proposed algorithms use constant step-sizes, which achieves a faster convergence rate. Moreover, we establish for the first time a unified framework of two distributed algorithms for solving nonsmooth resource allocation and optimal consensus problems, and a unified convergence analysis is shown that our algorithms achieve an exact convergence to an optimal solution with an O(1/k) convergence rate. Finally, two simulation examples are provided to demonstrate the effectiveness of the proposed algorithms.