# Multi-agent constrained optimization of a strongly convex function over   time-varying directed networks

**Authors:** Erfan Yazdandoost Hamedani, and Necdet Serhat Aybat

arXiv: 1706.07907 · 2017-06-27

## TL;DR

This paper develops decentralized algorithms for multi-agent convex optimization over dynamic networks, providing convergence guarantees and analyzing the impact of network topology on performance.

## Contribution

It introduces new algorithms for strongly convex functions with convergence analysis over time-varying directed networks.

## Key findings

- Convergence rates are established for suboptimality, infeasibility, and consensus violation.
- Network topology significantly affects convergence speed.
- Algorithms work with non-smooth convex functions and private conic constraints.

## Abstract

We consider cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific possibly non-smooth composite convex functions over agent-specific private conic constraint sets; hence, the optimal consensus decision should lie in the intersection of these private sets. Assuming the sum function is strongly convex, we provide convergence rates in suboptimality, infeasibility and consensus violation; examine the effect of underlying network topology on the convergence rates of the proposed decentralized algorithms.

## Full text

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## Figures

18 figures with captions in the complete paper: https://tomesphere.com/paper/1706.07907/full.md

## References

39 references — full list in the complete paper: https://tomesphere.com/paper/1706.07907/full.md

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Source: https://tomesphere.com/paper/1706.07907