Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints

doi:10.1109/TAC.2020.2981930

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	Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints
	Li, Weijian 1; Zeng, Xianlin 2; Hong, Yiguang 3; Ji, Haibo 1
	2021-02-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	66 期号:2 页码:745-752
摘要	This article aims at a distributed design to minimize the nuclear norm (the sum of all singular values) under linear equality constraints over a multiagent network. The problem is reformulated as a distributed trace norm minimization problem by introducing substitutional variables. A distributed projected primal-dual algorithm is proposed for the reformulation. It is shown that the algorithm converges to an optimal solution with a rate of O(1/t). Numerical simulations on three classical problems, including linear matrix equality constraints, cardinality minimization, and low-rank matrix completion, are carried out for illustration.
关键词	Distributed matrix computation distributed optimization linear equality constraints nuclear norm minimization
DOI	10.1109/TAC.2020.2981930
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program[2016YFB0901900] ; National Natural Science Foundation of China[61733018] ; Beijing Institute of Technology Research Fund Program for Young Scholars
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000613403900019
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/58117
专题	中国科学院数学与系统科学研究院
通讯作者	Hong, Yiguang
作者单位	1.Univ Sci & Technol China, Dept Automat, Hefei 230027, Peoples R China 2.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China 3.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Li, Weijian,Zeng, Xianlin,Hong, Yiguang,et al. Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2021,66(2):745-752.
APA	Li, Weijian,Zeng, Xianlin,Hong, Yiguang,&Ji, Haibo.(2021).Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,66(2),745-752.
MLA	Li, Weijian,et al."Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 66.2(2021):745-752.