Automatica, Vol.105, 298-306, 2019
Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
This paper establishes exponential convergence rates for a class of primal-dual gradient algorithms in distributed optimization without strong convexity. The convergence analysis is based on a carefully constructed Lyapunov function. By evaluating metric subregularity of the primal-dual gradient map, we present a general criterion under which the algorithm achieves exponential convergence. To facilitate practical applications of this criterion, several simplified sufficient conditions are derived. We also prove that although these results are developed for the continuous-time algorithms, they carry over in a parallel manner to the discrete-time algorithms constructed by using Euler's approximation method. (C) 2019 Elsevier Ltd. All rights reserved.
Keywords:Distributed optimization;Convex optimization without strong convexity;Primal-dual algorithm;Exponential convergence;Rate of convergence;Metric subregularity;Variational analysis