Primal-Dual Method for Optimization Problems with Changing Constraints
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Publication:6387315
DOI10.1007/978-3-031-09607-5_4arXiv2201.00334MaRDI QIDQ6387315
Publication date: 2 January 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.
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