论文标题

通过多个局部约束,分布式算法通过时间变化的不平衡拓扑来优化问题

Distributed Algorithm Over Time-Varying Unbalanced Topologies for Optimization Problem Subject to Multiple Local Constraints

论文作者

Liu, Hongzhe, Yu, Wenwu, Wen, Guanghui, Zheng, Wei Xing

论文摘要

本文研究了分布式优化问题,其中可能是非相同的局部约束,其全局目标函数由$ n $ cONVEX函数组成。目的是通过仅使用本地信息并仅执行本地计算,以分布式的方式以分布式的方式解决所考虑的优化问题。为此,通过合成行随机矩阵序列和柱随机矩阵序列分析技术来开发一种新的分布式离散时间算法。此外,对于开发的分布式离散时间算法,其收敛性属性及其收敛速率是在某些轻度假设下建立的。最终提出了数值模拟以验证理论结果。

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a distributed manner over time-varying unbalanced directed topologies by using only local information and performing only local computations. Towards this end, a new distributed discrete-time algorithm is developed by synthesizing the row stochastic matrices sequence and column stochastic matrices sequence analysis technique. Furthermore, for the developed distributed discrete-time algorithm, its convergence property to the optimal solution as well as its convergence rate are established under some mild assumptions. Numerical simulations are finally presented to verify the theoretical results.

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