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Constrained Consensus Algorithms With Fixed Step Size for Distributed Convex Optimization Over Multiagent Networks
Liu, Qingshan1,2; Yang, Shaofu3; Hong, Yiguang4
2017-08-01
Source PublicationIEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN0018-9286
Volume62Issue:8Pages:4259-4265
AbstractIn this technical note, we are concerned with constrained consensus algorithms for distributed convex optimization with a sum of convex objective functions subject to local bound and equality constraints. In multiagent networks, each agent has its own data on objective function and constraints. All the agents cooperatively find the minimizer, while each agent can only communicate with its neighbors. The consensus of multiagent networks with time-invariant and undirected graphs is proven by the Lyapunov method. Compared with existing consensus algorithms for distributed optimization with diminishing step sizes, the proposed algorithms with fixed step size have better convergence rate. Simulation results on a numerical example are presented to substantiate the performance and characteristics of the proposed algorithms.
KeywordConstrained consensus convergence distributed optimization multiagent network
DOI10.1109/TAC.2017.2681200
Language英语
Funding ProjectNational Natural Science Foundation of China[61473333] ; National Natural Science Foundation of China[61573344]
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000406395900060
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/26214
Collection系统科学研究所
Corresponding AuthorLiu, Qingshan
Affiliation1.Huazhong Univ Sci & Technol, Sch Automat, Wuhan 430074, Hubei, Peoples R China
2.Huazhong Univ Sci & Technol, Minist Educ, Key Lab Image Proc & Intelligent Control, Wuhan 430074, Hubei, Peoples R China
3.Southeast Univ, Sch Comp Sci & Engn, Nanjing 210018, Jiangsu, Peoples R China
4.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Liu, Qingshan,Yang, Shaofu,Hong, Yiguang. Constrained Consensus Algorithms With Fixed Step Size for Distributed Convex Optimization Over Multiagent Networks[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2017,62(8):4259-4265.
APA Liu, Qingshan,Yang, Shaofu,&Hong, Yiguang.(2017).Constrained Consensus Algorithms With Fixed Step Size for Distributed Convex Optimization Over Multiagent Networks.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,62(8),4259-4265.
MLA Liu, Qingshan,et al."Constrained Consensus Algorithms With Fixed Step Size for Distributed Convex Optimization Over Multiagent Networks".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 62.8(2017):4259-4265.
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