Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize

doi:10.1109/JAS.2021.1003904

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	Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize
	Xiaoxing Ren; Dewei Li; Yugeng Xi; Haibin Shao
刊名	IEEE/CAA Journal of Automatica Sinica
	2021
卷号	8 期号:8 页码:1451-1464
关键词	Distributed optimization dynamic stepsize gradient method multi-agent networks
ISSN号	2329-9266
DOI	10.1109/JAS.2021.1003904
英文摘要	In this paper, we consider distributed convex optimization problems on multi-agent networks. We develop and analyze the distributed gradient method which allows each agent to compute its dynamic stepsize by utilizing the time-varying estimate of the local function value at the global optimal solution. Our approach can be applied to both synchronous and asynchronous communication protocols. Specifically, we propose the distributed subgradient with uncoordinated dynamic stepsizes (DS-UD) algorithm for synchronous protocol and the AsynDGD algorithm for asynchronous protocol. Theoretical analysis shows that the proposed algorithms guarantee that all agents reach a consensus on the solution to the multi-agent optimization problem. Moreover, the proposed approach with dynamic stepsizes eliminates the requirement of diminishing stepsize in existing works. Numerical examples of distributed estimation in sensor networks are provided to illustrate the effectiveness of the proposed approach.
内容类型	期刊论文
源URL	[http://ir.ia.ac.cn/handle/173211/44596]
专题	自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica
推荐引用方式 GB/T 7714	Xiaoxing Ren,Dewei Li,Yugeng Xi,et al. Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize[J]. IEEE/CAA Journal of Automatica Sinica,2021,8(8):1451-1464.
APA	Xiaoxing Ren,Dewei Li,Yugeng Xi,&Haibin Shao.(2021).Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize.IEEE/CAA Journal of Automatica Sinica,8(8),1451-1464.
MLA	Xiaoxing Ren,et al."Distributed Subgradient Algorithm for Multi-Agent Optimization With Dynamic Stepsize".IEEE/CAA Journal of Automatica Sinica 8.8(2021):1451-1464.