Variable Metric Primal-Dual Method for Convex Optimization Problems with Changing Constraints

被引：0
|
作者：
Konnov I.V. [1 ]
机构：
[1] Institute of Computational Mathematics and Information Technologies, Kazan (Volga Region) Federal University, Tatarstan, Kazan
来源：
Lobachevskii Journal of Mathematics | 2023年 / 44卷 / 1期
关键词：
changing constraints; changing topology; convex optimization; multi-agent optimization; primal-dual method; variable metric;
D O I：
10.1134/S1995080223010237
中图分类号：
学科分类号：
摘要：
Abstract: We propose a modified primal-dual method for general convex optimization problems with changing affine constraints. We establish convergence of the method that uses variable metric matrices at each iteration. This approach yields new opportunities for control of the parameters according to the constraints changes. In case of the multi-agent optimization problems the method can be adjusted to the changing communication topology and enables the agents to choose the parameters separately of each other. © 2023, Pleiades Publishing, Ltd.
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页码：354 / 365
页数：11
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