Distributed dual gradient methods and error bound conditions
| Autor: | Necoara, Ion, Nedelcu, Valentin |
|---|---|
| Rok vydání: | 2014 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal objective function we propose two distributed dual fast gradient schemes for which we prove sublinear rate of convergence for dual suboptimality but also primal suboptimality and feasibility violation for an average primal sequence or for the last generated primal iterate. Under the additional assumption of Lipshitz continuity of the gradient of the primal objective function we prove a global error bound type property for the dual problem and then we analyze a dual gradient scheme for which we derive global linear rate of convergence for both dual and primal suboptimality and primal feasibility violation. We also provide numerical simulations on optimal power flow problems. Comment: 32 pages |
| Databáze: | arXiv |
| Externí odkaz: |
|