A Primal-Dual Algorithm for Distributed Optimization

被引：0
|
作者：
Bianchi, P. [1 ]
Hachem, W. [1 ]
机构：
[1] Telecom ParisTech, CNRS, LTCI, 46 Rue Barrault, F-75013 Paris, France
来源：
2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2014年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Consider a set of N agents who cooperate to solve the problem i n f(x) Sigma(N)(n=1) (f(n) (x) + g(n) (x)) where the convex cost functions (f(n), g(n)) are local to the agent n. It is assumed that the functions f(n) are differentiable and have Lipschitz gradients. In this paper, a primal-dual algorithm for distributively solving this problem is proposed. This algorithm is an instance of a primal-dual algorithm separately introduced by V (u) over tilde and Condat.
引用
收藏
页码：4240 / 4245
页数：6
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