Distributed Stochastic Approximation Algorithm With Expanding Truncations
文献类型：期刊论文
| 作者 | Lei, Jinlong2,3; Chen, Han-Fu1 |
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2020-02-01 |
| 卷号 | 65期号:2页码:664-679 |
| 关键词 | Distributed optimization distributed stochastic approximation expanding truncation multiagent network |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2019.2912713 |
| 英文摘要 | In this paper, a novel distributed stochastic approximation algorithm (DSAA) is proposed to seek roots of the sum of local functions, each of which is associated with an agent from multiple agents connected over a network. At each iteration, each agent updates its estimate for the root utilizing the noisy observations of its local function and the information derived from the neighboring agents. The key difference of the proposed algorithm from the existing ones consists in the expanding truncations (so it is called the DSAAWET), by which the boundedness of the estimates can be guaranteed without imposing the growth-rate constraints on the local functions. The estimates generated by the DSAAWET are shown to converge almost surely to a consensus set, which belongs to a connected subset of the root set of the sum function. In comparison with the existing results, we impose weaker conditions on the local functions and on the observation noise. We then apply the proposed algorithm to two applications, one from signal processing and the other one from distributed optimization, and establish the almost sure convergence. Numerical simulation results are also included. |
| 资助项目 | National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000510754000015 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/50735]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Lei, Jinlong |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Inst Syst Sci, Beijing 100190, Peoples R China 2.Tongji Univ, Shanghai Inst Intelligent Sci & Technol, Shanghai 200092, Peoples R China 3.Tongji Univ, Dept Control Sci & Engn, Shanghai 200092, Peoples R China |
| 推荐引用方式 GB/T 7714 | Lei, Jinlong,Chen, Han-Fu. Distributed Stochastic Approximation Algorithm With Expanding Truncations[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2020,65(2):664-679. |
| APA | Lei, Jinlong,&Chen, Han-Fu.(2020).Distributed Stochastic Approximation Algorithm With Expanding Truncations.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,65(2),664-679. |
| MLA | Lei, Jinlong,et al."Distributed Stochastic Approximation Algorithm With Expanding Truncations".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 65.2(2020):664-679. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
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。