Distributed Smooth Convex Optimization With Coupled Constraints
Shu Jian Liang, Le Yi Wang, George Yin · IEEE Transactions on Automatic Control · 2019
This note develops a distributed algorithm to solve a convex optimization problem with coupled constraints. Both coupled equality and inequality constraints are considered, where functions in the equality constraints are affine and functions in the inequality constraints are convex. Different from primal-dual subgradient methods with decreasing stepsizes for nonsmooth optimizations, our algorithm focuses on smooth problems and uses a fixed stepsize to find the exact optimal solution. Convergence analysis is derived with rigorous proofs. Our result is also illustrated by simulations.