Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach
Abhishek Rawat, Nicola Elia · 2018
In this paper, we propose a method for solving the distributed optimization problem in which the objective function is the sum of separable convex functions with linear constraints. We modify the distributed Method of Multiplier algorithm based on [16] by looking it as a potential Proportional Integral (PI) controller. This enables us to obtain the algorithm in which the convergence speed is greatly improved due to different proportionality constants of PI compensator. The relation between these proportionality constants is determined by the positive real property of the algorithm when viewed as a dynamical system.