A Distributed Buffering Drift-Plus-Penalty Algorithm for Coupling Constrained Optimization

Abstract

This paper focuses on distributed constrained optimization over time-varying directed networks, where all agents cooperate to optimize the sum of their locally accessible objective functions subject to a coupled inequality constraint consisting of all their local constraint functions. To address this problem, we develop a buffering drift-plus-penalty algorithm, referred to as B-DPP. The proposed B-DPP algorithm utilizes the idea of drift-plus-penalty minimization in centralized optimization to control constraint violation and objective error, and adapts it to the distributed setting. It also innovatively incorporates a buffer variable into local virtual queue updates to acquire flexible and desirable tracking of constraint violation. We show that B-DPP achieves $O(1/\sqrt{t})$ rates of convergence to both optimality and feasibility, which outperform the alternative methods in the literature. Moreover, with a proper buffer parameter, B-DPP is capable of reaching feasibility within a finite number of iterations, which is a pioneering result in the area. Simulations on a resource allocation problem over 5G virtualized networks demonstrate the competitive convergence performance and efficiency of B-DPP.