Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/162128
Title: Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks
Authors: Wang, Jianzheng
Hu, Guoqiang
Keywords: Engineering::Electrical and electronic engineering::Control and instrumentation::Control engineering
Issue Date: 2022
Source: Wang, J. & Hu, G. (2022). Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks. International Journal of Robust and Nonlinear Control, 32(8), 4752-4770. https://dx.doi.org/10.1002/rnc.6048
Project: S14-1172-NRFEIRP-IHL 
Journal: International Journal of Robust and Nonlinear Control 
Abstract: In this article, we consider solving a composite optimization problem with affine coupling constraints in a multi-agent network based on proximal gradient method. In this problem, all the agents jointly minimize the sum of individual cost functions composed of smooth and possibly non-smooth parts. To this end, we derive the dual problem by the concept of Fenchel conjugate, which gives rise to the dual proximal gradient (DPG) algorithm by allowing for the asymmetric individual interpretations of the coupling constraints. Then, an asynchronous DPG (Asyn-DPG) algorithm is proposed for the asynchronous networks with heterogeneous step-sizes and communication delays. For both the two algorithms, if the non-smooth parts of the objective functions are simple-structured, we only need to update dual variables by some simple operations, accounting for the reduction of the overall computational complexity. Analytical convergence rate of the proposed algorithms is derived and their efficacy is verified by solving a social welfare optimization problem of electricity market in the numerical simulation.
URI: https://hdl.handle.net/10356/162128
ISSN: 1049-8923
DOI: 10.1002/rnc.6048
Rights: © 2022 John Wiley & Sons Ltd. This is the peer reviewed version of the following article: Wang, J. & Hu, G. (2022). Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks. International Journal of Robust and Nonlinear Control, 32(8), 4752-4770, which has been published in final form at https://doi.org/10.1002/rnc.6048]. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions.
Fulltext Permission: embargo_20230602
Fulltext Availability: With Fulltext
Appears in Collections:EEE Journal Articles

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