Computer Science ›› 2018, Vol. 45 ›› Issue (1): 228-232.doi: 10.11896/j.issn.1002-137X.2018.01.040

Previous Articles     Next Articles

Distributed Subgradient Optimization Algorithm for Multi-agent Switched Networks

LI Jia-di and LI De-quan   

  • Online:2018-01-15 Published:2018-11-13

Abstract: This paper studied the distributed subgradient algorithm for mult-agent optimization problem over switched networks.By using the non-quadratic Lyapunov function method,we proved that the convergence of the proposed distributed optimization algorithm can still be guaranteed under the condition that the directed switched network is periodically strongly connected and the corresponding adjacency matrix is stochastic rather than doubly stochastic.Finally,a simulation example was given to demonstrate the effectiveness of the proposed optimization algorithm.

Key words: Multi-agent network,Distributed optimization,Directed switched network,Non-quadratic Lyapunov function,Subgradient algorithm

[1] HONG Y G,ZHANG Y Q.Distributed optimization:algorithm design and convergence analysis[J].Control Theory and Appli -cations,2014,1(7):850-857.(in Chinese) 洪奕光,张艳琼.分布式优化:算法设计和收敛性分析[J].控制理论与应用,2014,31(7):850-857.
[2] LI D Q,CHEN P.Distributed Random Projection Gradient-Free Optimization Algorithm for Multi-Agent Networks[J].Journal of Frontiers of Computer Science and Technology,2016(11):1564-1570.(in Chinese) 李德权,陈平.多个体网络分布式随机投影无梯度优化算法[J].计算机科学与探索,2016(11):1564-1570.
[3] TSITSIKLIS J N,ATHANS M.Convergence and asymptoticagreement in distributed decision problems[J].IEEE Transactions on Automatic Control,1984,29(1):42-50.
[4] TSITSIKLIS J N.Problems in decentralized decision making and computation[D].Cambridge:Massachusetts Institute of Technology,MA,1984.
[5] LI D Q.On quantized and robust consensus for mult-agent systems with directed network topologies[D].Shanghai:Shanghai Jiao Tong University,2012.(in Chinese) 李德权.有向网络多个体系统的量化与鲁棒一致性研究[D].上海:上海交通大学,2012.
[6] LIN P,REN W.Distributed Constrained Consensus in the Pre-sence of Unbalanced Switching Graphs and Communication Delays[C]∥51st IEEE Conference on Decision and Control.Maui,Hawaii,USA,2012:2238-2243.
[7] NEDIC A,OZDAGLAR A.Distributed subgradient methods for Multi-Agent optimization [J].IEEE Transactions on Automatic Control,2009,54(1):48-61.
[8] JOHANSSON B,KEVICZKY T,JOHANSSON M,et al.Sub- gradient methods and consensus algorithms for solving convex optimization problems[C]∥IEEE Conference on Decision and Control (CDC).2008.
[9] NEDIC A,OZDAGLAR A,TSITSIKLIKS J N.DistributedSubgradient Methods and Quantization Effects[C]∥IEEE Conference on Decision and Control.2008:9-11.
[10] LOBEL I,OZDAGLAR A.Distributed subgradient methods for convex optimization over random networks[J].IEEE Transactions on Automatic Control,2011,56(6):1291-1306.
[11] YI P,HONG Y G.Quantized Subgradient Algorithm and Data-Rate Analysis for Distributed Optimization[J].IEEE Transactions on Control of Network Systems,2014,1(4):380-392.
[12] SUNDARAM S,GHARESI B.Distributed Optimization Under Adversarial Nodes[J].arXiv:1606.08939vl,29,6,2016.
[13] ZHU M H,MARTINEZ S.Discrete-time dynamic average consensus[J].Automatic,2010,6(2):322-329.

No related articles found!
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!