Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize

doi:10.1109/JAS.2021.1003904

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	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	被引频次：13[WOS] [WOS记录] [WOS相关记录]
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.

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