Distributed Optimization with Multiple Linear Equality Constraints and Convex Inequality Constraints
Wen-Ting Lin, Yan‐Wu Wang, Jiang‐Wen Xiao · 2019
This paper proposes a distributed discrete-time algorithm for optimization problem with global multiple constraints. Based on the projected primal-dual method, a fully distributed algorithm is proposed, and is proved to converge to the optimal solution of the optimization problem under certain sufficient condition with respect to the step-size. Numerical example is given to verify the efficacy of the proposed algorithm.