An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems

Nazanin Abolfazli; Afrooz Jalilzadeh; Erfan Yazdandoost Hamedani

doi:10.1109/CISS56502.2023.10089633

An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems

Nazanin Abolfazli, Afrooz Jalilzadeh, Erfan Yazdandoost Hamedani

Systems and Industrial Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the intersection of these private sets. We develop an asynchronous distributed accelerated primal-dual algorithm to solve the considered problem. The proposed scheme is the first asynchronous method with an optimal convergence guarantee for this class of problems, to the best of our knowledge. In particular, we provide an optimal convergence rate of O(1/K) for suboptimality, infeasibility, and consensus violation.

Original language	English (US)
Title of host publication	2023 57th Annual Conference on Information Sciences and Systems, CISS 2023
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781665451819
DOIs	https://doi.org/10.1109/CISS56502.2023.10089633
State	Published - 2023
Event	57th Annual Conference on Information Sciences and Systems, CISS 2023 - Baltimore, United States Duration: Mar 22 2023 → Mar 24 2023

Publication series

Name	2023 57th Annual Conference on Information Sciences and Systems, CISS 2023

Conference

Conference	57th Annual Conference on Information Sciences and Systems, CISS 2023
Country/Territory	United States
City	Baltimore
Period	3/22/23 → 3/24/23

Keywords

Multi-agent distributed optimization
asyn-chronous algorithm
constrained optimization
convergence rate

ASJC Scopus subject areas

Computer Science Applications
Hardware and Architecture
Information Systems
Artificial Intelligence
Information Systems and Management
Safety, Risk, Reliability and Quality

Access to Document

10.1109/CISS56502.2023.10089633

Cite this

Abolfazli, N., Jalilzadeh, A., & Hamedani, E. Y. (2023). An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems. In 2023 57th Annual Conference on Information Sciences and Systems, CISS 2023 (2023 57th Annual Conference on Information Sciences and Systems, CISS 2023). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CISS56502.2023.10089633

An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems. / Abolfazli, Nazanin; Jalilzadeh, Afrooz ; Hamedani, Erfan Yazdandoost.
2023 57th Annual Conference on Information Sciences and Systems, CISS 2023. Institute of Electrical and Electronics Engineers Inc., 2023. (2023 57th Annual Conference on Information Sciences and Systems, CISS 2023).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abolfazli, N, Jalilzadeh, A & Hamedani, EY 2023, An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems. in 2023 57th Annual Conference on Information Sciences and Systems, CISS 2023. 2023 57th Annual Conference on Information Sciences and Systems, CISS 2023, Institute of Electrical and Electronics Engineers Inc., 57th Annual Conference on Information Sciences and Systems, CISS 2023, Baltimore, United States, 3/22/23. https://doi.org/10.1109/CISS56502.2023.10089633

Abolfazli N, Jalilzadeh A , Hamedani EY. An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems. In 2023 57th Annual Conference on Information Sciences and Systems, CISS 2023. Institute of Electrical and Electronics Engineers Inc. 2023. (2023 57th Annual Conference on Information Sciences and Systems, CISS 2023). doi: 10.1109/CISS56502.2023.10089633

Abolfazli, Nazanin ; Jalilzadeh, Afrooz ; Hamedani, Erfan Yazdandoost. / An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems. 2023 57th Annual Conference on Information Sciences and Systems, CISS 2023. Institute of Electrical and Electronics Engineers Inc., 2023. (2023 57th Annual Conference on Information Sciences and Systems, CISS 2023).

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AB - We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the intersection of these private sets. We develop an asynchronous distributed accelerated primal-dual algorithm to solve the considered problem. The proposed scheme is the first asynchronous method with an optimal convergence guarantee for this class of problems, to the best of our knowledge. In particular, we provide an optimal convergence rate of O(1/K) for suboptimality, infeasibility, and consensus violation.

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An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems

Abstract

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Keywords

ASJC Scopus subject areas

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