王颖慧:Linear Convergence of a Primal-dual Algorithm for Multi-agent Interval Optimization
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
王颖慧,北京科技大学
Inviter:
Title:
Linear Convergence of a Primal-dual Algorithm for Multi-agent Interval Optimization
Language:
Chinese
Time & Venue:
2023.02.24 11:00-12:00 内部
Abstract:
In this talk, we consider a distributed interval optimization problem (DIOP) with uncertainties, whose global function is formed by local convex interval functions. In seeking Pareto solutions for distributed interval optimization problem, we propose a scalarization of the interval optimization problem (DSIOP). Further, we provide the relationship between solutions of DSIOP and Pareto solutions of DIOP. With this relationship, we propose a distributed Primal-dual algorithm to seek a Pareto solution of DIOP with linear convergence rates. We also given a numerical example to show the effectiveness of the proposed algorithm.