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A Duality-Based Approach for Distributed Optimization with Coupling Constraints

机译:基于偶对偶的耦合约束分布式优化方法

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In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel distributed algorithm based on a relaxation of the primal problem and an elegant exploration of duality theory. Despite its complex derivation based on several duality steps, the distributed algorithm has a very simple and intuitive structure. That is, each node solves a local version of the original problem relaxation, and updates suitable dual variables. We prove the algorithm correctness and show its effectiveness via numerical computations.
机译:在本文中,我们考虑了分布式优化方案,其中一组代理必须解决具有可分离成本函数,局部约束集和耦合不等式约束的凸优化问题。我们提出了一种新颖的分布式算法,该算法基于对原始问题的放松和对偶理论的精辟探索。尽管其基于多个对偶步骤的复杂推导,但分布式算法仍具有非常简单直观的结构。即,每个节点解决原始问题松弛的本地版本,并更新合适的对偶变量。我们证明了算法的正确性,并通过数值计算证明了其有效性。

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