{ "id": "2103.13560", "version": "v1", "published": "2021-03-25T01:49:10.000Z", "updated": "2021-03-25T01:49:10.000Z", "title": "Distributed and Asynchronous Algorithms for N-block Convex Optimization with Coupling Constraints", "authors": [ "Run Chen", "Andrew L. Liu" ], "categories": [ "math.OC" ], "abstract": "This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order conditions for optimality is observed in the numerical experiments. Next, for a starting point, an asynchronous N-block PCPM algorithm is proposed to solve linearly constrained N-block convex optimization problems. The numerical results demonstrate the sub-linear convergence rate under the bounded delay assumption, as well as the faster convergence with more short-time iterations than a synchronous iterative scheme.", "revisions": [ { "version": "v1", "updated": "2021-03-25T01:49:10.000Z" } ], "analyses": { "keywords": [ "coupling constraints", "asynchronous algorithms", "n-block pcpm algorithm", "constrained n-block convex optimization problems", "strong second-order conditions" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }