Composite optimization with coupling constraints via penalized proximal gradient method in asynchronous networks

• Main Authors: Wang, Jianzheng, Hu, Guoqiang
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2023
• Subjects: Engineering::Electrical and electronic engineering; Multi-Agent Network; Composite Optimization
• Online Access: https://hdl.handle.net/10356/170708
• Institution: Nanyang Technological University

In this paper, we consider a composite optimization problem with linear coupling constraints in a multi-agent network. In this problem, the agents cooperatively optimize a strongly convex cost function which is the linear sum of individual cost functions composed of smooth and possibly non-smooth co...