Randomized difference-based gradient-free algorithm for distributed resource allocation

doi:10.1007/s11432-020-3147-2

CSpace

	Randomized difference-based gradient-free algorithm for distributed resource allocation
	Geng, Xiaoxue 1,2; Zhao, Wenxiao 1,2
	2022-04-01
发表期刊	SCIENCE CHINA-INFORMATION SCIENCES
ISSN	1674-733X
卷号	65 期号:4 页码:17
摘要	This paper considers a distributed resource allocation problem over time-varying networks. The objective of each agent in the network is to optimize the sum of separable convex functions subjected to resource constraints by observing its local objective function and the information exchanged with its adjacent neighbors. Thus, the problem lies in a distributed framework. In existing literature dealing with similar problems, the measurement of the gradients/subgradients of the objective functions has been applied in the algorithm design. In this paper, by adding stochastic dithers to the local objective functions and constructing randomized differences, we propose a distributed gradient-free algorithm for solving the problem, and show that the algorithm is strongly convergent; that is, the estimates generated from each agent almost certainly converge to the optimal resource allocation solution of the network. Finally, the effectiveness of the algorithm is validated by conducting numerical experiments.
关键词	resource allocation distributed algorithm randomized difference
DOI	10.1007/s11432-020-3147-2
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61822312]
WOS研究方向	Computer Science ; Engineering
WOS类目	Computer Science, Information Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000773956400003
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60261
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Wenxiao
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式 GB/T 7714	Geng, Xiaoxue,Zhao, Wenxiao. Randomized difference-based gradient-free algorithm for distributed resource allocation[J]. SCIENCE CHINA-INFORMATION SCIENCES,2022,65(4):17.
APA	Geng, Xiaoxue,&Zhao, Wenxiao.(2022).Randomized difference-based gradient-free algorithm for distributed resource allocation.SCIENCE CHINA-INFORMATION SCIENCES,65(4),17.
MLA	Geng, Xiaoxue,et al."Randomized difference-based gradient-free algorithm for distributed resource allocation".SCIENCE CHINA-INFORMATION SCIENCES 65.4(2022):17.