Distributed subgradient methods for multi-agent optimization

Angelina Nedić, Asuman Ozdaglar

Research output: Contribution to journalArticle

1545 Scopus citations

Abstract

We study a distributed computation model for optimizing a sum of convex objective functions corresponding to multiple agents. For solving this (not necessarily smooth) optimization problem, we consider a subgradient method that is distributed among the agents. The method involves every agent minimizing his/her own objective function while exchanging information locally with other agents in the network over a time-varying topology. We provide convergence results and convergence rate estimates for the subgradient method. Our convergence rate results explicitly characterize the tradeoff between a desired accuracy of the generated approximate optimal solutions and the number of iterations needed to achieve the accuracy.

Original languageEnglish (US)
Pages (from-to)48-61
Number of pages14
JournalIEEE Transactions on Automatic Control
Volume54
Issue number1
DOIs
StatePublished - Feb 12 2009
Externally publishedYes

Keywords

  • Convex optimization
  • Cooperative control
  • Distributed optimization
  • Multi-agent network
  • Subgradient method

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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