Knowledge Commons of Institute of Automation,CAS
Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize | |
Xiaoxing Ren; Dewei Li; Yugeng Xi; Haibin Shao | |
发表期刊 | IEEE/CAA Journal of Automatica Sinica |
ISSN | 2329-9266 |
2021 | |
卷号 | 8期号:8页码:1451-1464 |
摘要 | In this paper, we consider distributed convex optimization problems on multi-agent networks. We develop and analyze the distributed gradient method which allows each agent to compute its dynamic stepsize by utilizing the time-varying estimate of the local function value at the global optimal solution. Our approach can be applied to both synchronous and asynchronous communication protocols. Specifically, we propose the distributed subgradient with uncoordinated dynamic stepsizes (DS-UD) algorithm for synchronous protocol and the AsynDGD algorithm for asynchronous protocol. Theoretical analysis shows that the proposed algorithms guarantee that all agents reach a consensus on the solution to the multi-agent optimization problem. Moreover, the proposed approach with dynamic stepsizes eliminates the requirement of diminishing stepsize in existing works. Numerical examples of distributed estimation in sensor networks are provided to illustrate the effectiveness of the proposed approach. |
关键词 | Distributed optimization dynamic stepsize gradient method multi-agent networks |
DOI | 10.1109/JAS.2021.1003904 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.ia.ac.cn/handle/173211/44596 |
专题 | 学术期刊_IEEE/CAA Journal of Automatica Sinica |
推荐引用方式 GB/T 7714 | Xiaoxing Ren,Dewei Li,Yugeng Xi,et al. Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize[J]. IEEE/CAA Journal of Automatica Sinica,2021,8(8):1451-1464. |
APA | Xiaoxing Ren,Dewei Li,Yugeng Xi,&Haibin Shao.(2021).Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize.IEEE/CAA Journal of Automatica Sinica,8(8),1451-1464. |
MLA | Xiaoxing Ren,et al."Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize".IEEE/CAA Journal of Automatica Sinica 8.8(2021):1451-1464. |
条目包含的文件 | ||||||
文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | ||
JAS-2020-0784.pdf(2527KB) | 期刊论文 | 出版稿 | 开放获取 | CC BY-NC-SA | 浏览 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论