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arXiv 2008.04206math.OC
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基于惩罚方法的分散多Agent Optimization

Decentralized Multi-Agent Optimization Based on a Penalty Method

Igor Konnov

摘要:

针对一般的凸约束多智能体最优化问题,提出了一种分散惩罚算法。每个辅助惩罚问题用一种特殊的并行下降分裂方法近似求解。该方法可以在计算网络中实现,其中每个代理仅向最近的邻居发送信息。在相当弱的假设条件下,该方法的收敛性。我们还描述了一个专业化的可行性问题的建议的方法。

英文摘要:

We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method. The method can be implemented in a computational network where each agent sends information only to the nearest neighbours. Convergence of the method is established under rather weak assumptions. We also describe a specialization of the proposed approach to the feasibility problem.

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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