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• W2949205556 abstract "In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and Lipshitz continuity of the gradient of the primal objective function we have a global error bound type property for the dual problem. Using this error bound property we devise a fully distributed dual gradient scheme, i.e. a gradient scheme based on a weighted step size, for which we derive global linear rate of convergence for both dual and primal suboptimality and for primal feasibility violation. Many real applications, e.g. distributed model predictive control, network utility maximization or optimal power flow, can be posed as linearly constrained separable convex problems for which dual gradient type methods from literature have sublinear convergence rate. In the present paper we prove for the first time that in fact we can achieve linear convergence rate for such algorithms when they are used for solving these applications. Numerical simulations are also provided to confirm our theory." @default.
• W2949205556 created "2019-06-27" @default.
• W2949205556 creator A5019114471 @default.
• W2949205556 creator A5029702671 @default.
• W2949205556 date "2014-06-14" @default.
• W2949205556 modified "2023-09-27" @default.
• W2949205556 title "On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems" @default.
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• W2949205556 hasPublicationYear "2014" @default.
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