Cooperative Distributed Optimization in Multiagent Networks With Delays Academic Article uri icon

abstract

  • © 2014 IEEE. In this technical correspondence, we consider a distributed cooperative optimization problem encountered in a computational multiagent network with delay, where each agent has local access to its convex cost function, and jointly minimizes the cost function over the whole network. To solve this problem, we develop an algorithm that is based on dual averaging updates and delayed subgradient information, and analyze its convergence properties for a diminishing step-size by utilizing Bregman-distance functions. Moreover, we provide sharp bounds on the convergence rates as a function of the network size and topology embodied in the inverse spectral gap. Finally, we present a numerical example to evaluate our algorithm and compare its performance with several similar algorithms.

altmetric score

  • 1

author list (cited authors)

  • Wang, H., Liao, X., Huang, T., & Li, C.

citation count

  • 89

publication date

  • February 2015