Randomized difference-based gradient-free algorithm for distributed resource allocation
文献类型：期刊论文
| 作者 | Geng, Xiaoxue1,2; Zhao, Wenxiao1,2 |
| 刊名 | SCIENCE CHINA-INFORMATION SCIENCES
 |
| 出版日期 | 2022-04-01 |
| 卷号 | 65期号:4页码:17 |
| 关键词 | resource allocation distributed algorithm randomized difference |
| ISSN号 | 1674-733X |
| DOI | 10.1007/s11432-020-3147-2 |
| 英文摘要 | This paper considers a distributed resource allocation problem over time-varying networks. The objective of each agent in the network is to optimize the sum of separable convex functions subjected to resource constraints by observing its local objective function and the information exchanged with its adjacent neighbors. Thus, the problem lies in a distributed framework. In existing literature dealing with similar problems, the measurement of the gradients/subgradients of the objective functions has been applied in the algorithm design. In this paper, by adding stochastic dithers to the local objective functions and constructing randomized differences, we propose a distributed gradient-free algorithm for solving the problem, and show that the algorithm is strongly convergent; that is, the estimates generated from each agent almost certainly converge to the optimal resource allocation solution of the network. Finally, the effectiveness of the algorithm is validated by conducting numerical experiments. |
| 资助项目 | National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61822312] |
| WOS研究方向 | Computer Science ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000773956400003 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60260]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, Wenxiao |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Geng, Xiaoxue,Zhao, Wenxiao. Randomized difference-based gradient-free algorithm for distributed resource allocation[J]. SCIENCE CHINA-INFORMATION SCIENCES,2022,65(4):17. |
| APA | Geng, Xiaoxue,&Zhao, Wenxiao.(2022).Randomized difference-based gradient-free algorithm for distributed resource allocation.SCIENCE CHINA-INFORMATION SCIENCES,65(4),17. |
| MLA | Geng, Xiaoxue,et al."Randomized difference-based gradient-free algorithm for distributed resource allocation".SCIENCE CHINA-INFORMATION SCIENCES 65.4(2022):17. |
入库方式： OAI收割
来源：数学与系统科学研究院
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