An Extension of the Method of Multipliers for Distributed Nonlinear Programming
Baras, John, S.
Date: December 15 - December 17, 2014
In this paper we consider a distributed optimization problem, where a set of agents interacting through a communication graph have as common goal the minimization of a function expressed as a sum of (possibly non-convex) differentiable functions. Each function in the sum corresponds to an agent and each agent has associated an equality constraint. In this paper we investigate how the standard method of multipliers can be used to solve an optimization problem with equality constraints in a distributed manner. The method of multipliers is applied to a lifted optimization problem whose solution embeds the solution of the original problem. We modify the standard convergence results to deal with the fact the (local) minimizers of the lifted optimization problem are not regular, as a results of the distributed formulation