Title
An extension of the method of multipliers for distributed nonlinear programming
Abstract
In this paper we consider a distributed optimization problem, where a set of agents interacting through a communication graph have as common goal the minimization of a function expressed as a sum of (possibly non-convex) differentiable functions. Each function in the sum corresponds to an agent and each agent has associated an equality constraint. In this paper we investigate how the standard method of multipliers can be used to solve an optimization problem with equality constraints in a distributed manner. The method of multipliers is applied to a lifted optimization problem whose solution embeds the solution of the original problem.We modify the standard convergence results to deal with the fact the (local) minimizers of the lifted optimization problem are not regular, as a results of the distributed formulation.
Year
DOI
Venue
2014
10.1109/CDC.2014.7040481
Decision and Control
Keywords
Field
DocType
graph theory,minimisation,multi-agent systems,nonlinear programming,differentiable functions,distributed formulation,distributed nonlinear programming,distributed optimization problem,equality constraint,graph communication,minimization,multiagent systems,multipliers method,nonconvex programming
Convergence (routing),Graph,Mathematical optimization,Computer science,Nonlinear programming,Regular polygon,Minification,Differentiable function,Karush–Kuhn–Tucker conditions,Optimization problem
Conference
ISSN
Citations 
PageRank 
0743-1546
0
0.34
References 
Authors
16
4
Name
Order
Citations
PageRank
Ion Matei114913.66
John S. Baras21953257.50
Marzieh Nabi300.34
Tolga Kurtoglu4283.34