Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Composite Optimization with Coupling Constraints via Penalized Proximal
  Gradient Method in Partially Asynchronous Networks   In this paper, we consider a composite optimization problem with linear
coupling constraints in a multi-agent network. In this problem, all the agents
jointly optimize a global composite cost function which is the linear sum of
individual cost functions composed of both smooth and non-smooth components. To
solve this problem, we propose an asynchronous penalized proximal gradient
(Asyn-PPG) algorithm, a variant of classical proximal gradient method, by
considering the asynchronous update instants of the agents and communication
delays in the network. Specifically, we consider a slot-based asynchronous
network (SAN), where the whole time domain is split into sequential time slots
and each agent is permitted to make multiple updates during a slot by accessing
the historical state information of others. Moreover, we consider a set of
global linear constraints and impose some violation penalties on the updating
algorithms. By the Asyn-PPG algorithm, we will show that a periodically
convergence with rate O(1/K) (K is the index of time slots) can be guaranteed
if the coefficient of the penalties for all agents is synchronized at the end
of the time slots and the step-size of the Asyn-PPG algorithm is properly
determined. The feasibility of the proposed algorithm is verified by solving a
consensus based distributed LASSO problem and a social welfare optimization
problem in the electricity market respectively.

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The categories of this paper are: hep-ex
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
17
The categories of this paper are: q-fin
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
0
The categories of this paper are: hep-ph
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
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The categories of this paper are: hep-th
30
The categories of this paper are: q-alg
16
The categories of this paper are: stat
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con