Decentralized Multi-Agent Optimization Based on a Penalty Method

preprint2020arXivOpen access

Abstract

We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method. The method can be implemented in a computational network where each agent sends information only to the nearest neighbours. Convergence of the method is established under rather weak assumptions. We also describe a specialization of the proposed approach to the feasibility problem.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.