Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks

• Main Authors: Wang, Jianzheng, Hu, Guoqiang
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Electrical and electronic engineering::Control and instrumentation::Control engineering; Asynchronous Network; Dual Problem
• Online Access: https://hdl.handle.net/10356/162128
• Institution: Nanyang Technological University

In this article, we consider solving a composite optimization problem with affine coupling constraints in a multi-agent network based on proximal gradient method. In this problem, all the agents jointly minimize the sum of individual cost functions composed of smooth and possibly non-smooth parts. T...