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arXiv 2503.02468eess.SYcs.SY
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具有等式约束的分布式压缩优化的线性收敛性

Linear Convergence of Distributed Compressed Optimization with Equality Constraints

Zihao Ren, Lei Wang, Zhengguang Wu, Guodong Shi

AI总结:

本文研究了具有时空压缩通信和等式约束的分布式强凸优化问题,提出了一种基于分布式滤波器的分布式压缩鞍点算法,证明了其在局部和耦合全局等式约束下均能实现线性收敛,并通过数值仿真验证了有效性。

摘要:

本文研究了具有时空压缩通信和等式约束的分布式强凸优化问题。针对每个智能体持有一个分布式局部等式约束的情况,提出了一种分布式鞍点算法,该算法采用分布式滤波器来推导传输状态的误差以用于时空压缩。结果表明,所得的分布式压缩算法实现了线性收敛。进一步,该算法被推广到每个智能体持有一部分全局等式约束的情况,即各智能体间的约束是耦合的。通过引入一个额外的设计自由度,证明了全局等式约束等价于每个智能体持有一个等式约束的情况,从而可对所提出的分布式压缩鞍点算法进行调整以实现线性收敛。采用数值仿真验证了所提出算法的有效性。

英文摘要:

In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a distributed saddle-point algorithm is proposed by employing distributed filters to derive errors of the transmitted states for spatio-temporal compression purposes. It is shown that the resulting distributed compressed algorithm achieves linear convergence. Furthermore, the algorithm is generalized to the case where each agent holds a portion of the global equality constraint, i.e., the constraints across agents are coupled. By introducing an additional design freedom, the global equality constraint is shown to be equivalent to the one where each agent holds an equality constraint, for which the proposed distributed compressed saddle-point algorithm can be adapted to achieve linear convergence. Numerical simulations are adopted to validate the effectiveness of the proposed algorithms.

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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