The Distributed Dual Ascent Algorithm is Robust to Asynchrony

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Abstract

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this letter, we study its asynchronous counterpart. Specifically, we assume that each agent only relies on the outdated information received from some neighbors. Differently from the existing randomized and dual block-coordinate schemes, we show convergence under heterogeneous delays, communication and update frequencies. Consequently, our asynchronous dual ascent algorithm can be implemented without requiring any coordination between the agents.

Original languageEnglish
Pages (from-to)650-655
JournalIEEE Control Systems Letters
Volume6
DOIs
Publication statusPublished - 2022

Bibliographical note

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care

Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Keywords

  • networked control systems
  • Optimization algorithms
  • variational methods

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