A Cutting Plane-Based Distributed Algorithm for Non-Smooth Optimisation With Coupling Constraints

In this letter, we study a general setup for constrained convex optimisation over time-varying networks. We propose a distributed algorithm, based on the cutting plane method, to address non-smooth optimisation challenges. Cutting plane-based approaches require constraint consensus which is structur...

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Bibliographic Details
Published inIEEE control systems letters Vol. 8; pp. 1223 - 1228
Main Authors Zhong, Tianyi, Angeli, David
Format Journal Article
LanguageEnglish
Published IEEE 2024
Subjects
Approximation algorithms
Couplings
Cutting plane
distributed algorithm
Distributed algorithms
dynamic average tracking
Estimation
Heuristic algorithms
Linear approximation
non-smooth optimisation
Optimization
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ISSN2475-1456
2475-1456
DOI10.1109/LCSYS.2024.3408754

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Summary:In this letter, we study a general setup for constrained convex optimisation over time-varying networks. We propose a distributed algorithm, based on the cutting plane method, to address non-smooth optimisation challenges. Cutting plane-based approaches require constraint consensus which is structurally different from established consensus schemes. We bridge this gap by linking the cutting plane-based algorithm with a dynamic average tracking scheme. The distributed cutting plane algorithm is presented and its convergence is analysed. Its performance is investigated through a numerical example.
ISSN:2475-1456
2475-1456
DOI:10.1109/LCSYS.2024.3408754