A fully distributed convex optimization algorithm over the unbalanced directed network 非平衡有向网络的完全分布式凸优化

Shi，Xia Sheng1,2; Lin，Zhi Yun3; Wang，Xue Song1,2; Dong，Shi Jian1,2

2022-06-01

10.7641/CTA.2021.10389

控制理论与应用   影响因子和分区

1000-8152

The aim of the distributed convex optimization problem is how to minimize the sum of all local agent cost functions, and however, the control step-size of the existing distributed algorithms is related to the global information, such as agent numbers of system, adjacency matrix, which is contracted to the distributed algorithm. For solving this problem, a fully distributed convex optimization algorithm (FDCOA) is proposed over the unbalanced directed network. Based on the multi-agent consensus theory and gradient tracking technology, a non-negative surplus iteration scheme is designed to make the convergence range of the control step-size only related to the local information of each agent, and then to realize the uncoordinated and distributed setting of the control step-size. Further, the convergence analysis of the FDCOA is given for both fixed and time-varying strongly connected digraphs. The experimental results show that the designed distributed selection method of the control step-size is effective for the application of FDCOA to the distributed convex optimization problems under an unbalanced directed network.

distributed convex optimization distributed step-size non-negative surplus unbalanced directed network

EI

中文

其他

Fundamental Research Funds for the Central Universities[2021QN1052];National Natural Science Foundation of China[62173118];

20223712720649

Cost functions ; Iterative methods ; Multi agent systems ; Software agents

Optimization Techniques:921.5 ; Numerical Methods:921.6

2-s2.0-85137576270

Scopus

1.Engineering Research Center of Intelligent Control for Underground Space,Ministry of Education,China University of Mining and Technology,Xuzhou,Jiangsu,221116,China
2.School of Information and Control Engineering,China University of Mining and Technology,Xuzhou,Jiangsu,221116,China
3.Department of Electrical and Electronic Engineering,Southern University of Science and Technology,Shenzhen,Guangdong,518055,China

Shi，Xia Sheng,Lin，Zhi Yun,Wang，Xue Song,等. A fully distributed convex optimization algorithm over the unbalanced directed network 非平衡有向网络的完全分布式凸优化[J]. 控制理论与应用,2022,39(6):1071-1078.

Shi，Xia Sheng,Lin，Zhi Yun,Wang，Xue Song,&Dong，Shi Jian.(2022).A fully distributed convex optimization algorithm over the unbalanced directed network 非平衡有向网络的完全分布式凸优化.控制理论与应用,39(6),1071-1078.

Shi，Xia Sheng,et al."A fully distributed convex optimization algorithm over the unbalanced directed network 非平衡有向网络的完全分布式凸优化".控制理论与应用 39.6(2022):1071-1078.