The Distributed Dual Ascent Algorithm is Robust to Asynchrony

Mattia Bianchi; Wicak Ananduta; Sergio Grammatico

doi:10.1109/LCSYS.2021.3084883

The Distributed Dual Ascent Algorithm is Robust to Asynchrony

Mattia Bianchi^*, Wicak Ananduta, Sergio Grammatico

^*Corresponding author for this work

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

45 Downloads (Pure)

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 Specifically, we assume that each agent only relies on the outdated information received from some neighbors.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 language	English
Pages (from-to)	650-655
Journal	IEEE Control Systems Letters
Volume	6
DOIs	https://doi.org/10.1109/LCSYS.2021.3084883
Publication status	Published - 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

Access to Document

10.1109/LCSYS.2021.3084883

The_Distributed_Dual_Ascent_Algorithm_is_Robust_to_AsynchronyFinal published version, 502 KB

Cite this

@article{c66c040222ac4699a8d75713fe269c8b,

title = "The Distributed Dual Ascent Algorithm is Robust to Asynchrony",

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 Specifically, we assume that each agent only relies on the outdated information received from some neighbors.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. ",

keywords = "networked control systems, Optimization algorithms, variational methods",

author = "Mattia Bianchi and Wicak Ananduta and Sergio Grammatico",

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.",

year = "2022",

doi = "10.1109/LCSYS.2021.3084883",

language = "English",

volume = "6",

pages = "650--655",

journal = "IEEE Control Systems Letters",

issn = "2475-1456",

publisher = "IEEE",

}

TY - JOUR

T1 - The Distributed Dual Ascent Algorithm is Robust to Asynchrony

AU - Bianchi, Mattia

AU - Ananduta, Wicak

AU - Grammatico, Sergio

N1 - 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.

PY - 2022

Y1 - 2022

N2 - 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.

AB - 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.

KW - networked control systems

KW - Optimization algorithms

KW - variational methods

UR - http://www.scopus.com/inward/record.url?scp=85107190628&partnerID=8YFLogxK

U2 - 10.1109/LCSYS.2021.3084883

DO - 10.1109/LCSYS.2021.3084883

M3 - Article

AN - SCOPUS:85107190628

SN - 2475-1456

VL - 6

SP - 650

EP - 655

JO - IEEE Control Systems Letters

JF - IEEE Control Systems Letters

ER -

The Distributed Dual Ascent Algorithm is Robust to Asynchrony

Abstract

Bibliographical note

Keywords

Access to Document

Other files and links

Fingerprint

Cite this