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arXiv 2005.13436math.OC
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多Agent网络上的分布式聚集Optimization

Distributed Aggregative Optimization over Multi-Agent Networks

Xiuxian Li, Lihua Xie, Yiguang Hong

摘要:

本文提出了一种新的分布式优化框架,称为分布式聚合优化,它允许本地目标函数不仅依赖于自己的决策变量,但也对所有其他代理的决策变量的可和函数的平均值。针对这一问题,提出并分析了一种分布式梯度跟踪算法(DGT),该算法的全局目标函数是强凸的,通信图是平衡的和强连通的。结果表明,该算法可以以线性速度收敛到最优变量。最后给出了一个数值例子来验证理论结果。

英文摘要:

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of summable functions of decision variables of all other agents. To handle this problem, a distributed algorithm, called distributed gradient tracking (DGT), is proposed and analyzed, where the global objective function is strongly convex, and the communication graph is balanced and strongly connected. It is shown that the algorithm can converge to the optimal variable at a linear rate. A numerical example is provided to corroborate the theoretical result.

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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