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arXiv 1407.7585math.OC
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一致性问题的李雅普诺夫方法

Lyapunov Approach to Consensus Problems

Angelia Nedich, Ji Liu

摘要:

本文研究了无约束和有约束一致性问题的加权平均动态。通过使用适当定义的伴随动态,二次李雅普诺夫比较函数构造的加权平均动态的行为进行分析。结果,获得了新的收敛速度结果,其以新颖的方式捕获图形结构。特别地,建立了指数收敛速度与$1-O(1/(m\log_2m))$的顺序的指数的无约束共识。同时,建立了约束一致性的指数收敛速度,推广了现有的结果仅限于使用双随机权矩阵。

英文摘要:

This paper investigates the weighted-averaging dynamic for unconstrained and constrained consensus problems. Through the use of a suitably defined adjoint dynamic, quadratic Lyapunov comparison functions are constructed to analyze the behavior of weighted-averaging dynamic. As a result, new convergence rate results are obtained that capture the graph structure in a novel way. In particular, the exponential convergence rate is established for unconstrained consensus with the exponent of the order of $1-O(1/(m\log_2m))$. Also, the exponential convergence rate is established for constrained consensus, which extends the existing results limited to the use of doubly stochastic weight matrices.

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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