Daniil Dorin

Decentralized Optimization with Coupled Constraints

We consider the decentralized minimization of a separable objective $\sum_{i=1}^{n} f_i(x_i)$, where the variables are coupled through an affine constraint $\sum_{i=1}^n\left(\mathbf{A}_i x_i - b_i\right) = 0$. We assume that the functions $f_i$, matrices $\mathbf{A}_i$, and vectors $b_i$ are stored…