The distributed dual ascent algorithm is robust to asynchrony (2105.01372v1)

Abstract: The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart. Specifically, we assume that each agent only relies on the outdated information received from some neighbors. Differently from the existing randomized and dual block-coordinate schemes, we show convergence under heterogeneous delays, communication and update frequencies. Consequently, our asynchronous dual ascent algorithm can be implemented without requiring any coordination between the agents.