Push-Sum Based Algorithm for Constrained Convex Optimization Problem and Its Potential Application in Smart Grid
Qian Xu, Zao Fu, Bo Zou, Hongzhe Liu, Lei Wang · IEEE/CAA Journal of Automatica Sinica · 2022
Dear Editor, This letter aims to investigate the optimization problem where the decision variable is contained in a closed convex set. By combing the gradient decent-like method with the push-sum algorithm framework, we design the distributed iterative formulas under the condition that the considered graphs sequence is time-varying and unbalanced. Under some standard assumptions on the problem setting and the decaying step-sizes, we analyze the convergence property of the generated variables sequence under the proposed iterative formulas.