中文

有向图上的分布式次梯度投影算法:替代证明

最优化与控制 2017-06-26 v1

摘要

我们提出了有向-分布式投影次梯度(D-DPS)算法,以求解多智能体网络上的约束优化问题,其中智能体的目标是共同最小化局部已知凸函数之和。网络中的每个智能体仅拥有其局部目标函数,并受限于一个公共已知的凸集。我们关注智能体之间的通信由有向网络描述的情况。D-DPS 结合了盈余共识,以克服由有向通信网络引起的不对称性。分析表明收敛速率为 O(lnkk)O(\frac{\ln k}{\sqrt{k}})

关键词

引用

@article{arxiv.1706.07707,
  title  = {Distributed Subgradient Projection Algorithm over Directed Graphs: Alternate Proof},
  author = {Ran Xin and Chenguang Xi and Usman A. Khan},
  journal= {arXiv preprint arXiv:1706.07707},
  year   = {2017}
}

备注

Disclaimer: This manuscript provides an alternate approach to prove the results in \textit{C. Xi and U. A. Khan, Distributed Subgradient Projection Algorithm over Directed Graphs, in IEEE Transactions on Automatic Control}. The changes, colored in blue, result into a tighter result in Theorem~1". arXiv admin note: text overlap with arXiv:1602.00653