Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize
文献类型：期刊论文
| 作者 | Xiaoxing Ren; Dewei Li; Yugeng Xi; Haibin Shao |
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2021 |
| 卷号 | 8期号:8页码:1451-1464 |
| 关键词 | Distributed optimization dynamic stepsize gradient method multi-agent networks |
| ISSN号 | 2329-9266 |
| DOI | 10.1109/JAS.2021.1003904 |
| 英文摘要 | 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. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/44596]  |
| 专题 | 自动化研究所_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. |
入库方式： OAI收割
来源：自动化研究所
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