Stochastic sub-gradient algorithm for distributed optimization with random sleep scheme
文献类型：期刊论文
| 作者 | Yi Peng; Hong Yiguang |
| 刊名 | Control Theory and Technology
 |
| 出版日期 | 2015 |
| 卷号 | 13期号:4页码:333-347 |
| 关键词 | Distributed optimization sub-gradient algorithm random sleep multi-agent systems randomized algorithm |
| ISSN号 | 2095-6983 |
| 其他题名 | Stochastic sub-gradient algorithm for distributed optimization with random sleep scheme |
| 英文摘要 | In this paper, we consider a distributed convex optimization problem of a multi-agent system with the global objective function as the sum of agents’ individual objective functions. To solve such an optimization problem, we propose a distributed stochastic sub-gradient algorithm with random sleep scheme. In the random sleep scheme, each agent independently and randomly decides whether to inquire the sub-gradient information of its local objective function at each iteration. The algorithm not only generalizes distributed algorithms with variable working nodes and multi-step consensus-based algorithms, but also extends some existing randomized convex set intersection results. We investigate the algorithm convergence properties under two types of stepsizes: the randomized diminishing stepsize that is heterogeneous and calculated by individual agent, and the fixed stepsize that is homogeneous. Then we prove that the estimates of the agents reach consensus almost surely and in mean, and the consensus point is the optimal solution with probability 1, both under randomized stepsize. Moreover, we analyze the algorithm error bound under fixed homogeneous stepsize, and also show how the errors depend on the fixed stepsize and update rates. |
| 语种 | 英语 |
| CSCD记录号 | CSCD:5622332 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/52619]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Yi Peng,Hong Yiguang. Stochastic sub-gradient algorithm for distributed optimization with random sleep scheme[J]. Control Theory and Technology,2015,13(4):333-347. |
| APA | Yi Peng,&Hong Yiguang.(2015).Stochastic sub-gradient algorithm for distributed optimization with random sleep scheme.Control Theory and Technology,13(4),333-347. |
| MLA | Yi Peng,et al."Stochastic sub-gradient algorithm for distributed optimization with random sleep scheme".Control Theory and Technology 13.4(2015):333-347. |
入库方式： OAI收割
来源：数学与系统科学研究院
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