Distributed optimisation design for solving the Stein equation with constraints
Chen, Guanpu1,2; Zeng, Xianlin3; Hong, Yiguang1,2
AbstractIn this study, the authors consider distributed computation of the Stein equations with set constraints, where each agent or node knows a few rows or columns of coefficient matrices. By formulating an equivalent distributed optimisation problem, they propose a projection-based algorithm to seek least-squares solutions to the constrained Stein equation over a multi-agent system network. Then, they rigorously prove the convergence of the proposed algorithm to a least-squares solution for any initial condition, and moreover, provide a simplified distributed algorithm with an exponential convergence rate for the case without constraints.
Keywordleast squares approximations gradient methods convergence matrix algebra concave programming multi-agent systems distributed optimisation design Stein equations set constraints rows columns coefficient matrices equivalent distributed optimisation problem projection-based algorithm least-squares solution constrained Stein equation multiagent system network simplified distributed algorithm
Indexed BySCI
Funding ProjectNSFC[61733018] ; NSFC[61573344] ; NSFC[61603378]
WOS Research AreaAutomation & Control Systems ; Engineering ; Instruments & Instrumentation
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic ; Instruments & Instrumentation
WOS IDWOS:000509966900018
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Document Type期刊论文
Corresponding AuthorChen, Guanpu
Affiliation1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
3.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China
Recommended Citation
GB/T 7714
Chen, Guanpu,Zeng, Xianlin,Hong, Yiguang. Distributed optimisation design for solving the Stein equation with constraints[J]. IET CONTROL THEORY AND APPLICATIONS,2019,13(15):2492-2499.
APA Chen, Guanpu,Zeng, Xianlin,&Hong, Yiguang.(2019).Distributed optimisation design for solving the Stein equation with constraints.IET CONTROL THEORY AND APPLICATIONS,13(15),2492-2499.
MLA Chen, Guanpu,et al."Distributed optimisation design for solving the Stein equation with constraints".IET CONTROL THEORY AND APPLICATIONS 13.15(2019):2492-2499.
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