Distributed Adaptive Optimization With Weight-Balancing

• 成果类型: Article
• 署名作者: Yue, Dongdong; Baldi, Simone; Cao, Jinde; De Schutter, Bart
• 署名单位: Southeast University - China; Southeast University - China; Delft University of Technology; Yonsei University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2021.3071651
• 发表日期: 2022
• 页码: 2068-2075
• 关键词: Optimization; Eigenvalues and eigenfunctions; Laplace equations; Couplings; cost function; Radio frequency; STANDARDS; Directed graphs; distributed optimization; multiagent systems; weight balancing

摘要

This article addresses the continuous-time distributed optimization of a strictly convex summation-separable cost function with possibly nonconvex local functions over strongly connected digraphs. Distributed optimization methods in the literature require convexity of local functions, or balanced weights, or vanishing step sizes, or algebraic information (eigenvalues or eigenvectors) of the Laplacian matrix. The solution proposed here covers both weight-balanced and unbalanced digraphs in a unified way, without any of the aforementioned requirements.