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We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the intersection of these private sets. We develop an asynchronous distributed accelerated primal-dual algorithm to solve the considered problem. The proposed scheme is the first asynchronous method with an optimal convergence guarantee for this class of problems, to the best of our knowledge. In particular, we provide an optimal convergence rate of $$\mathcal O(1/K)$$ for suboptimality, infeasibility, and consensus violation.more » « less
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Aybat, Necdet Serhat; Hamedani, Erfan Yazdandoost (, SIAM Journal on Optimization)null (Ed.)
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Hamedani, Erfan Yazdandoost; Aybat, Necdet Serhat (, 2017 IEEE Global Conference on Signal and Information Processing (GlobalSIP))
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Hamedani, Erfan Yazdandoost; Aybat, Necdet Serhat (, 2017 55th Annual Allerton Conference on Communication, Control, and Computing (Allerton))
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