An Accelerated Asynchronous Distributed Method for Convex Constrained Optimization Problems

Nazanin Abolfazli, Afrooz Jalilzadeh, Erfan Yazdandoost Hamedani

Abstract: 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 <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">$\mathcal{O}(1/K)$</tex> for suboptimality, infeasibility, and consensus violation.