Distributed Stochastic Approximation Algorithm With Expanding Truncations

doi:10.1109/TAC.2019.2912713

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	Distributed Stochastic Approximation Algorithm With Expanding Truncations
	Lei, Jinlong 1,2; Chen, Han-Fu 3
	2020-02-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	65 期号:2 页码:664-679
摘要	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.
关键词	Distributed optimization distributed stochastic approximation expanding truncation multiagent network
DOI	10.1109/TAC.2019.2912713
收录类别	SCI
语种	英语
资助项目	National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000510754000015
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/50736
专题	中国科学院数学与系统科学研究院
通讯作者	Lei, Jinlong
作者单位	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
推荐引用方式 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.