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In this article, we consider a mini‐max multi‐agent optimization problem where multiple agents cooperatively optimize a sum of local convex–concave functions, each of which is available to one specific agent in a network. To solve the problem, we propose a distributed optimization method by extending classical mirror descent algorithms to the distributed setting. We obtain the convergence of the algorithm...
This paper investigates a distributed optimization problem associated a time-varying multi-agent network with the presence of delays, where each agent has local access to its convex objective function, and cooperatively minimizes a sum of convex objective functions of the agents over the network. Based on the mirror descent method, we develop a distributed algorithm to solve this problem by exploring...
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