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Mathematics > Optimization and Control

arXiv:2108.12136 (math)
[Submitted on 27 Aug 2021]

Title:Distributed Mirror Descent Algorithm with Bregman Damping for Nonsmooth Constrained Optimization

Authors:Guanpu Chen, Weijian Li, Gehui Xu, Yiguang Hong
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Abstract:To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed projection-based algorithms. In fact, our continuous-time algorithm well inherits good capabilities of mirror descent approaches to rapidly compute explicit solutions to the problems with some specific constraint structures. Moreover, we rigorously prove the convergence of our algorithm, along with the boundedness of the trajectory and the accuracy of the solution.
Subjects: Optimization and Control (math.OC)
Cite as: arXiv:2108.12136 [math.OC]
  (or arXiv:2108.12136v1 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.2108.12136

Submission history

From: Guanpu Chen [view email]
[v1] Fri, 27 Aug 2021 06:58:53 UTC (2,410 KB)
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