Primal-dual algorithm for distributed optimization: A dissipativity-based perspective

Fuente: arXiv
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Hauptverfasser: Li, Weijian, Antsaklis, Panos J., Lin, Hai
Format: Preprint
Veröffentlicht: 2026
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author Li, Weijian
Antsaklis, Panos J.
Lin, Hai
author_facet Li, Weijian
Antsaklis, Panos J.
Lin, Hai
contents We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the algorithm as a Lure type system, consisting of a linear subsystem that relies on the communication topology and the algorithm gains, and a static nonlinear gradient feedback. We then show that the linear subsystem is dissipative with respect to a suitable supply rate, while the nonlinear feedback is not passive. Finally, we establish that, by properly selecting the gains or appropriately designing the communication network, this algorithm converges to an equilibrium at an exponential rate, and thus, achieves an optimal solution to the distributed problem. This work provides new insights into the roles of the network topology, algorithm gains, and cost functions in the performance of a distributed algorithm, and complements existing results from a different viewpoint.
format Preprint
id arxiv_https___arxiv_org_abs_2602_07196
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Primal-dual algorithm for distributed optimization: A dissipativity-based perspective
Li, Weijian
Antsaklis, Panos J.
Lin, Hai
Optimization and Control
We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the algorithm as a Lure type system, consisting of a linear subsystem that relies on the communication topology and the algorithm gains, and a static nonlinear gradient feedback. We then show that the linear subsystem is dissipative with respect to a suitable supply rate, while the nonlinear feedback is not passive. Finally, we establish that, by properly selecting the gains or appropriately designing the communication network, this algorithm converges to an equilibrium at an exponential rate, and thus, achieves an optimal solution to the distributed problem. This work provides new insights into the roles of the network topology, algorithm gains, and cost functions in the performance of a distributed algorithm, and complements existing results from a different viewpoint.
title Primal-dual algorithm for distributed optimization: A dissipativity-based perspective
topic Optimization and Control
url https://arxiv.org/abs/2602.07196