A distributed algorithm for solving quadratic optimization problems

被引:0
|
作者
Jahvani, Mohammad [1 ]
Guay, Martin [1 ]
机构
[1] Queens Univ, Dept Chem Engn, 19 Div St, Kingston, ON K7L 3N6, Canada
关键词
Distributed optimization; Duality; Multi-agent systems; CONVEX-OPTIMIZATION; CONSENSUS; FLOW;
D O I
10.1016/j.compchemeng.2024.108778
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Unconstrained quadratic optimization problems are a common mathematical challenge encountered in various domains. These problems involve optimizing quadratic functions without explicit constraints. In a distributed computing environment, solving these optimization problems collectively among multiple computational nodes is a complex and crucial task. This paper introduces a distributed algorithm within a multi-agent framework that aims to find the global minimizer for such problems. The proposed algorithm demonstrates exponential convergence, assuming a static and connected communication network. Additionally, numerical simulations are conducted to support the theoretical findings.
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页数:7
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