KMS Of Academy of mathematics and systems sciences, CAS
| Distributed Stochastic Approximation Algorithm With Expanding Truncations | |
| Lei, Jinlong1,2; Chen, Han-Fu3 | |
| 2020-02-01 | |
| Source Publication | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| ISSN | 0018-9286 |
| Volume | 65Issue:2Pages:664-679 |
| Abstract | In this paper, a novel distributed stochastic approximation algorithm (DSAA) is proposed to seek roots of the sum of local functions, each of which is associated with an agent from multiple agents connected over a network. At each iteration, each agent updates its estimate for the root utilizing the noisy observations of its local function and the information derived from the neighboring agents. The key difference of the proposed algorithm from the existing ones consists in the expanding truncations (so it is called the DSAAWET), by which the boundedness of the estimates can be guaranteed without imposing the growth-rate constraints on the local functions. The estimates generated by the DSAAWET are shown to converge almost surely to a consensus set, which belongs to a connected subset of the root set of the sum function. In comparison with the existing results, we impose weaker conditions on the local functions and on the observation noise. We then apply the proposed algorithm to two applications, one from signal processing and the other one from distributed optimization, and establish the almost sure convergence. Numerical simulation results are also included. |
| Keyword | Distributed optimization distributed stochastic approximation expanding truncation multiagent network |
| DOI | 10.1109/TAC.2019.2912713 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences |
| WOS Research Area | Automation & Control Systems ; Engineering |
| WOS Subject | Automation & Control Systems ; Engineering, Electrical & Electronic |
| WOS ID | WOS:000510754000015 |
| Publisher | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/50736 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Lei, Jinlong |
| Affiliation | 1.Tongji Univ, Dept Control Sci & Engn, Shanghai 200092, Peoples R China 2.Tongji Univ, Shanghai Inst Intelligent Sci & Technol, Shanghai 200092, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Inst Syst Sci, Beijing 100190, Peoples R China |
| Recommended Citation GB/T 7714 | Lei, Jinlong,Chen, Han-Fu. Distributed Stochastic Approximation Algorithm With Expanding Truncations[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2020,65(2):664-679. |
| APA | Lei, Jinlong,&Chen, Han-Fu.(2020).Distributed Stochastic Approximation Algorithm With Expanding Truncations.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,65(2),664-679. |
| MLA | Lei, Jinlong,et al."Distributed Stochastic Approximation Algorithm With Expanding Truncations".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 65.2(2020):664-679. |
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