Distributed cutting plane method via sample point consensus
File(s)Distributed_Cutting_Plane_Consensus__final.pdf (553.86 KB)
Accepted version
Author(s)
Zhong, Tianyi
Angeli, David
Type
Journal Article
Abstract
This paper considers a general setup for the constrained convex optimisation problem over jointly-fully connected time-varying networks. We propose a novel cutting plane-based method that embeds a proximity-based consensus scheme for solving this (potentially non-smooth) optimisation problem. The consensus mechanism allows agents to select the same sample point and therefore reconstruct the centralised cut individually. Under convexity, we prove that agents' sample points converge to the optimal set of the global problem. Numerical tests show the performance of the algorithm.
Date Issued
2025-03-03
Date Acceptance
2025-03-01
Citation
IEEE Transactions on Automatic Control, 2025, pp.1-8
ISSN
0018-9286
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Start Page
1
End Page
8
Journal / Book Title
IEEE Transactions on Automatic Control
Copyright Statement
Copyright © 2025 IEEE. This is the author’s accepted manuscript made available under a CC-BY licence in accordance with Imperial’s Research Publications Open Access policy (www.imperial.ac.uk/oa-policy)
License URL
Publication Status
Published online
Date Publish Online
2025-03-03