arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1401.4432math.OC
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基于离散通信的连续时间协调算法的分布式凸优化

Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication

Solmaz S. Kia, Jorge Cortes, Sonia Martinez

摘要:

针对网络最优化问题,提出了一类新的分布式连续时间协调算法,其代价函数是与个体Agent相关的局部费用函数之和。我们建立了所提出的算法的指数收敛下(i)强连接和重量平衡的有向图拓扑的局部成本是强凸的全局Lipschitz梯度,和(ii)连通图拓扑的局部成本是强凸的局部Lipschitz梯度。当局部费用函数是凸的,全局费用函数是严格凸的时,我们在连通图拓扑下证明了算法的渐近收敛。我们还描述了算法的正确性下的时变交互拓扑结构,并研究其隐私保护性能。出于实际考虑,我们分析了离散时间通信的算法实现。我们提供了一个上界的步长,保证指数收敛的连通图的实现与定期通信。在此基础上,我们设计了一个可证明正确的集中式事件触发通信方案,是免费的芝诺行为。最后,我们开发了一个分布式的,异步的事件触发的通信方案,也是免费的芝诺渐近收敛保证。几个模拟说明了我们的结果。

英文摘要:

This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the exponential convergence of the proposed algorithm under (i) strongly connected and weight-balanced digraph topologies when the local costs are strongly convex with globally Lipschitz gradients, and (ii) connected graph topologies when the local costs are strongly convex with locally Lipschitz gradients. When the local cost functions are convex and the global cost function is strictly convex, we establish asymptotic convergence under connected graph topologies. We also characterize the algorithm's correctness under time-varying interaction topologies and study its privacy preservation properties. Motivated by practical considerations, we analyze the algorithm implementation with discrete-time communication. We provide an upper bound on the stepsize that guarantees exponential convergence over connected graphs for implementations with periodic communication. Building on this result, we design a provably-correct centralized event-triggered communication scheme that is free of Zeno behavior. Finally, we develop a distributed, asynchronous event-triggered communication scheme that is also free of Zeno with asymptotic convergence guarantees. Several simulations illustrate our results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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