Exponential convergence of primal–dual dynamics under general conditions and its application to distributed optimization

L Guo, X Shi, J Cao, Z Wang - IEEE Transactions on Neural …, 2022 - ieeexplore.ieee.org
In this article, we establish the local and global exponential convergence of a primal–dual
dynamics (PDD) for solving equality-constrained optimization problems without strong …

Finite-time convergent primal–dual gradient dynamics with applications to distributed optimization

X Shi, X Xu, J Cao, X Yu - IEEE Transactions on Cybernetics, 2022 - ieeexplore.ieee.org
This article studies the finite-time (FT) convergence of a fast primal–dual gradient dynamics
(PDGD), called FT-PDGD, for solving constrained optimization with general constraints and …

Distributed and time-varying primal-dual dynamics via contraction analysis

P Cisneros-Velarde, S Jafarpour, F Bullo - arXiv preprint arXiv:2003.12665, 2020 - arxiv.org
In this note, we provide an overarching analysis of primal-dual dynamics associated to linear
equality-constrained optimization problems using contraction analysis. For the well-known …

Exponential convergence of distributed primal–dual convex optimization algorithm without strong convexity

S Liang, G Yin - Automatica, 2019 - Elsevier
This paper establishes exponential convergence rates for a class of primal–dual gradient
algorithms in distributed optimization without strong convexity. The convergence analysis is …

Nested Primal-dual Gradient Algorithms for Distributed Constraint-coupled Optimization

J Li, H Su - arXiv preprint arXiv:2205.11119, 2022 - arxiv.org
We study a class of distributed optimization problems with a globally coupled equality
constraint. A novel nested primal-dual gradient algorithm (NPGA) is proposed from the dual …

A contraction analysis of primal-dual dynamics in distributed and time-varying implementations

P Cisneros-Velarde, S Jafarpour… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
In this article, we provide an overarching analysis of primal-dual dynamics associated with
linear equality-constrained optimization problems using contraction analysis. For the well …

Primal-Dual ε-Subgradient Method for Distributed Optimization

K Zhu, Y Tang - Journal of Systems Science and Complexity, 2023 - Springer
This paper studies the distributed optimization problem when the objective functions might
be nondifferentiable and subject to heterogeneous set constraints. Unlike existing …

Distributed optimization via primal-dual gradient dynamics with stochastic interactions

S Pushpak, K Ebrahimi, U Vaidya - 2018 Indian Control …, 2018 - ieeexplore.ieee.org
In this paper, we analyze the performance of the primal-dual gradient dynamics algorithm in
the presence of stochastic communication channel uncertainty. In contrast to the existing …

A general framework of exact primal-dual first-order algorithms for distributed optimization

F Mansoori, E Wei - 2019 IEEE 58th Conference on Decision …, 2019 - ieeexplore.ieee.org
We study the problem of minimizing a sum of local objective convex functions over a network
of processors/agents. This problem naturally calls for distributed optimization algorithms, in …

Primal–Dual Fixed Point Algorithms Based on Adapted Metric for Distributed Optimization

H Li, Z Zheng, Q Lü, Z Wang, L Gao… - … on Neural Networks …, 2021 - ieeexplore.ieee.org
This article considers distributed optimization by a group of agents over an undirected
network. The objective is to minimize the sum of a twice differentiable convex function and …