Constrained Consensus Algorithms With Fixed Step Size for Distributed Convex Optimization Over Multiagent Networks

doi:10.1109/TAC.2017.2681200

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	Constrained Consensus Algorithms With Fixed Step Size for Distributed Convex Optimization Over Multiagent Networks
	Liu, Qingshan 1,2; Yang, Shaofu 3; Hong, Yiguang4
	2017-08-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	62 期号:8 页码:4259-4265
摘要	In 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.
关键词	Constrained consensus convergence distributed optimization multiagent network
DOI	10.1109/TAC.2017.2681200
语种	英语
资助项目	National Natural Science Foundation of China[61473333] ; National Natural Science Foundation of China[61573344]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000406395900060
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/26214
专题	系统科学研究所
通讯作者	Liu, Qingshan
作者单位	1.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
推荐引用方式 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.