KMS Of Academy of mathematics and systems sciences, CAS
Distributed optimisation design for solving the Stein equation with constraints | |
Chen, Guanpu1,2; Zeng, Xianlin3; Hong, Yiguang1,2 | |
2019-10-15 | |
Source Publication | IET CONTROL THEORY AND APPLICATIONS |
ISSN | 1751-8644 |
Volume | 13Issue:15Pages:2492-2499 |
Abstract | In 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. |
Keyword | least 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 |
DOI | 10.1049/iet-cta.2019.0140 |
Indexed By | SCI |
Language | 英语 |
Funding Project | NSFC[61733018] ; NSFC[61573344] ; NSFC[61603378] |
WOS Research Area | Automation & Control Systems ; Engineering ; Instruments & Instrumentation |
WOS Subject | Automation & Control Systems ; Engineering, Electrical & Electronic ; Instruments & Instrumentation |
WOS ID | WOS:000509966900018 |
Publisher | INST ENGINEERING TECHNOLOGY-IET |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/50757 |
Collection | 中国科学院数学与系统科学研究院 |
Corresponding Author | Chen, Guanpu |
Affiliation | 1.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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