Distributed multiuser optimization: Algorithms and error analysis

Jayash Koshal, Angelia Nedich, Uday V. Shanbhag

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Citations (Scopus)

Abstract

We consider a class of multiuser optimization problems in which user interactions are seen through congestion cost functions or coupling constraints. Our primary emphasis lies on the convergence and error analysis of distributed algorithms in which users communicate through aggregate user information. Traditional implementations are reliant on strong convexity assumptions, require coordination across users in terms of consistent stepsizes, and often rule out early termination by a group of users. We consider how some of these assumptions can be weakened in the context of projection methods motivated by fixed-point formulations of the problem. Specifically, we focus on (approximate) primal and primal-dual projection algorithms. We analyze the convergence behavior of the methods and provide error bounds in settings with limited coordination across users and regimes where a group of users may prematurely terminate affecting the convergence point.

Original languageEnglish (US)
Title of host publicationProceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Pages4372-4377
Number of pages6
DOIs
StatePublished - 2009
Externally publishedYes
Event48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 - Shanghai, China
Duration: Dec 15 2009Dec 18 2009

Other

Other48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
CountryChina
CityShanghai
Period12/15/0912/18/09

Fingerprint

Algorithm Analysis
Parallel algorithms
Error Analysis
Cost functions
Error analysis
Optimization Algorithm
Early Termination
Primal-dual Algorithm
Projection Algorithm
User Interaction
Terminate
Distributed Algorithms
Projection Method
Convergence Analysis
Congestion
Error Bounds
Cost Function
Convexity
Fixed point
Optimization Problem

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

Koshal, J., Nedich, A., & Shanbhag, U. V. (2009). Distributed multiuser optimization: Algorithms and error analysis. In Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 (pp. 4372-4377). [5400436] https://doi.org/10.1109/CDC.2009.5400436

Distributed multiuser optimization : Algorithms and error analysis. / Koshal, Jayash; Nedich, Angelia; Shanbhag, Uday V.

Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009. 2009. p. 4372-4377 5400436.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Koshal, J, Nedich, A & Shanbhag, UV 2009, Distributed multiuser optimization: Algorithms and error analysis. in Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009., 5400436, pp. 4372-4377, 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009, Shanghai, China, 12/15/09. https://doi.org/10.1109/CDC.2009.5400436
Koshal J, Nedich A, Shanbhag UV. Distributed multiuser optimization: Algorithms and error analysis. In Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009. 2009. p. 4372-4377. 5400436 https://doi.org/10.1109/CDC.2009.5400436
Koshal, Jayash ; Nedich, Angelia ; Shanbhag, Uday V. / Distributed multiuser optimization : Algorithms and error analysis. Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009. 2009. pp. 4372-4377
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