On the rate of convergence of distributed subgradient methods for multi-agent optimization

Angelia Nedić; Asuman Ozdaglar

doi:10.1109/CDC.2007.4434693

On the rate of convergence of distributed subgradient methods for multi-agent optimization

Angelia Nedić, Asuman Ozdaglar

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

63 Scopus citations

Abstract

We study a distributed computation model for optimizing the sum of convex (nonsmooth) objective functions of multiple agents. We provide convergence results and estimates for convergence rate. Our analysis explicitly characterizes the tradeoff between the accuracy of the approximate optimal solutions generated and the number of iterations needed to achieve the given accuracy.

Original language	English (US)
Title of host publication	Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	4711-4716
Number of pages	6
ISBN (Print)	1424414989, 9781424414987
DOIs	https://doi.org/10.1109/CDC.2007.4434693
State	Published - 2007
Externally published	Yes
Event	46th IEEE Conference on Decision and Control 2007, CDC - New Orleans, LA, United States Duration: Dec 12 2007 → Dec 14 2007

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	46th IEEE Conference on Decision and Control 2007, CDC
Country/Territory	United States
City	New Orleans, LA
Period	12/12/07 → 12/14/07

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2007.4434693

Cite this

Nedić, A., & Ozdaglar, A. (2007). On the rate of convergence of distributed subgradient methods for multi-agent optimization. In Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC (pp. 4711-4716). Article 4434693 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2007.4434693

On the rate of convergence of distributed subgradient methods for multi-agent optimization. / Nedić, Angelia; Ozdaglar, Asuman.
Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC. Institute of Electrical and Electronics Engineers Inc., 2007. p. 4711-4716 4434693 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Nedić, A & Ozdaglar, A 2007, On the rate of convergence of distributed subgradient methods for multi-agent optimization. in Proceedings of the 46th IEEE Conference on Decision and Control 2007, CDC., 4434693, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 4711-4716, 46th IEEE Conference on Decision and Control 2007, CDC, New Orleans, LA, United States, 12/12/07. https://doi.org/10.1109/CDC.2007.4434693

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On the rate of convergence of distributed subgradient methods for multi-agent optimization

Abstract

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ASJC Scopus subject areas

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