Distributed convex optimization with many non-linear constraints

Oct 7, 2016Abstract: We address the problem of solving convex optimization problems with many convex constraints in a distributed setting.

Can a multi-scale method solve a distributed convex optimization problem with constraints?

This paper has proposed a novel multi-scale method for the distributed convex optimization problem with constraints and presented in a unified framework to address challenging issues like optimization constraints, communication noises and stochastic networks

How do we solve convex optimization problems?

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting

Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context


Categories

Differentiable convex optimization problem
Convex optimisation finance
Convex optimization financial
Define extreme point of a convex set
Double convex vs plano convex
Convex linear optimization
Convex optimization for linear matrix inequalities
Convex optimization stephen boyd lieven vandenberghe
Non-convex linear optimization
Convex optimization minimization algorithm
Convex-concave minimax optimization
Algorithms for convex optimization nisheeth k. vishnoi
Optimization convex piecewise
Piecewise convex optimization problem
What is convex vs concave
Convex optimization signal processing
Convex optimization in signal and communication
Convex optimization polynomial time
Time convex optimization
Algorithms for convex optimization vishnoi pdf