Distributed Subgradient-Based Multiagent Optimization With More General Step Sizes

@article{Wang2018DistributedSM,
  title={Distributed Subgradient-Based Multiagent Optimization With More General Step Sizes},
  author={Peng Wang and Peng Lin and Wei Ren and Yongduan Song},
  journal={IEEE Transactions on Automatic Control},
  year={2018},
  volume={63},
  pages={2295-2302}
}
A wider selection of step sizes is explored for the distributed subgradient algorithm for multigent optimization problems with time-varying and balanced communication topologies. The square summable requirement of the step sizes commonly adopted in the literature is removed. The step sizes are only required to be positive, vanishing, and nonsummable, which provides the possibility for better convergence rates. Both unconstrained and constrained optimization problems are considered. It is proved… Expand
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