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Primal-Dual Method for Optimization Problems with Changing Constraints | | Igor Konnov
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2 Jan 2022 | | Abstract: | We propose a modified primal-dual method for general convex optimization
problems with changing constraints. We obtain properties of Lagrangian saddle
points for these problems which enable us to establish convergence of the
proposed method. We describe specializations of the proposed approach to
multi-agent optimization problems under changing communication topology and to
feasibility problems. | | Source: | arXiv, 2201.00334 | | Services: | Forum | Review | PDF | Favorites | |
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