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Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize 被引量:3
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作者 xiaoxing ren Dewei Li +1 位作者 Yugeng Xi Haibin Shao 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2021年第8期1451-1464,共14页
In this paper,we consider distributed convex optimization problems on multi-agent networks.We develop and analyze the distributed gradient method which allows each agent to compute its dynamic stepsize by utilizing th... In this paper,we consider distributed convex optimization problems on multi-agent networks.We develop and analyze the distributed gradient method which allows each agent to compute its dynamic stepsize by utilizing the time-varying estimate of the local function value at the global optimal solution.Our approach can be applied to both synchronous and asynchronous communication protocols.Specifically,we propose the distributed subgradient with uncoordinated dynamic stepsizes(DS-UD)algorithm for synchronous protocol and the AsynDGD algorithm for asynchronous protocol.Theoretical analysis shows that the proposed algorithms guarantee that all agents reach a consensus on the solution to the multi-agent optimization problem.Moreover,the proposed approach with dynamic stepsizes eliminates the requirement of diminishing stepsize in existing works.Numerical examples of distributed estimation in sensor networks are provided to illustrate the effectiveness of the proposed approach. 展开更多
关键词 Distributed optimization dynamic stepsize gradient method multi-agent networks
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